摘要
By redefining multiplier associated with inequality constraint as a positive definite function of the originally-defined multiplier, nonnegative constraint imposed on inequality constraints in Karush-Kuhn-Tucker necessary conditions is removed, and a modified Lagrange multiplier method, which may handle inequality constraints directly, is constructed. Then its convergence is analyzed rigorously. By using LaSalle invariance principle, the underlying mechanism that attains the algorithmic convergence is uncovered. Some measures for relaxing the convergence conditions and enlarging the attractive domain are discussed.
源语言 | 英语 |
---|---|
页(从-至) | 409-414 |
页数 | 6 |
期刊 | Kongzhi yu Juece/Control and Decision |
卷 | 23 |
期 | 4 |
出版状态 | 已出版 - 4月 2008 |
指纹
探究 'Modified Lagrange multiplier method and its convergence analysis' 的科研主题。它们共同构成独一无二的指纹。引用此
Huang, Y. C. (2008). Modified Lagrange multiplier method and its convergence analysis. Kongzhi yu Juece/Control and Decision, 23(4), 409-414.