A Class of Augumented Lagrangian Function for Nonlinear Programming

Abstract:

Article Preview

In this paper, we discuss an exact augumented Lagrangian functions for the non- linear programming problem with both equality and inequality constraints, which is the gen- eration of the augmented Lagrangian function in corresponding reference only for inequality constraints nonlinear programming problem. Under suitable hypotheses, we give the relation- ship between the local and global unconstrained minimizers of the augumented Lagrangian function and the local and global minimizers of the original constrained problem. From the theoretical point of view, the optimality solution of the nonlinear programming with both equality and inequality constraints and the values of the corresponding Lagrangian multipli- ers can be found by the well known method of multipliers which resort to the unconstrained minimization of the augumented Lagrangian function presented in this paper.

Info:

Periodical:

Advanced Materials Research (Volumes 271-273)

Edited by:

Junqiao Xiong

Pages:

1955-1960

DOI:

10.4028/www.scientific.net/AMR.271-273.1955

Citation:

M. X. Li "A Class of Augumented Lagrangian Function for Nonlinear Programming", Advanced Materials Research, Vols. 271-273, pp. 1955-1960, 2011

Online since:

July 2011

Authors:

Export:

Price:

$35.00

In order to see related information, you need to Login.

In order to see related information, you need to Login.