Title :
A Class of New Lagrangian Multiplier Methods
Author :
Dingguo Pu ; Pei Yang
Author_Institution :
Dept. of Math., Henan Univ. of Sci. & Thchnology, Luoyang, China
Abstract :
In this paper, a new class of augmented Lagrangian functions with a piecewise linear relational NCP function and a Lagrangian multiplier method are proposed for the minimization of a smooth function subject to smooth equation and inequality constraints. This method is based on the solutions of the unconstrained optimization which is reformulation of the primal constrained problem. These methods are implementable and globally convergent.
Keywords :
nonlinear programming; Lagrangian multiplier methods; augmented Lagrangian functions; inequality constraints; piecewise linear relational NCP function; primal constrained problem; smooth equation; smooth function; unconstrained constrained nonlinear optimization problem; Convergence; Educational institutions; Electronic mail; Equations; Lagrangian functions; Optimization; Constrained optimization; KKT point; convergence; filter; multiplier; nonlinear complementarity function;
Conference_Titel :
Business Intelligence and Financial Engineering (BIFE), 2013 Sixth International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4799-4778-2
DOI :
10.1109/BIFE.2013.133
