Exact augmented Lagrangian function for nonlinear programming problems with inequality constraints

Xue Wu Du*, Lian Sheng Zhang, You Lin Shang, Ming Ming Li

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract

An exact augmented Lagrangian function for the nonlinear nonconvex programming problems with inequality constraints was discussed. Under suitable hypotheses, the relationship was established between the local unconstrained minimizers of the augmented Lagrangian function on the space of problem variables and the local minimizers of the original constrained problem. Furthermore, under some assumptions, the relationship was also established between the global solutions of the augmented Lagrangian function on some compact subset of the space of problem variables and the global solutions of the constrained problem. Therefore, from the theoretical point of view, a solution of the inequality constrained problem and the corresponding values of the Lagrange multipliers can be found by the well-known method of multipliers which resort to the unconstrained minimization of the augmented Lagrangian function presented.

Original languageEnglish
Pages (from-to)1649-1656
Number of pages8
JournalApplied Mathematics and Mechanics (English Edition)
Volume26
Issue number12
DOIs
Publication statusPublished - Dec 2005
Externally publishedYes

Keywords

  • Augmented Lagrangian function
  • Exact penalty function
  • Global minimizer
  • Local minimizer
  • Nonlinear programming

Fingerprint

Dive into the research topics of 'Exact augmented Lagrangian function for nonlinear programming problems with inequality constraints'. Together they form a unique fingerprint.

Cite this