论文信息 - New Form of Lagrangian Multiplier Methods

New Form of Lagrangian Multiplier Methods

The Lagrangian multiplier method is one of the important methods of solving nonlinear constraints programming. In this paper, a new class of augmented Lagrangian functions with a new NCP function is proposed for the minimization of a smooth function subject to smooth equation and inequality constraints. Under certain conditions, We prove 1-1 corresponding relationship of optimality solution between the primal constrained problem and the new unconstrained problem. Then a Algorithm is constructed to solve nonlinear constraints problem, and also prove the convergence of the algorithm.

Dingguo Pu | Cuixia Xu | Aifen Feng

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