New Lagrangian Multiplier Method with NCP Function

Author

Youlin Shang ; Lifang Wang ; Min Zhou

Author_Institution

Dept. of Math., Henan Univ. of Sci. & Technol., Luoyang, China

fYear

2014

fDate

4-6 July 2014

Firstpage

267

Lastpage

270

Abstract

A new augmented Lagrangian Multiplier method with nonlinear complementarity problem (NCP) function and a Lagrangian multiplier method are proposed for the minimization of equation and inequality constraints. This method is based on the solutions of the unconstrained optimization which is a reformulation of the primal constrained problem. The global convergence can also be obtained under mild conditions.

Keywords

convergence; minimisation; NCP function; augmented Lagrangian multiplier method; equation minimization; global convergence; inequality constraints; nonlinear complementarity problem function; primal constrained problem; unconstrained optimization; Convergence; Educational institutions; Electronic mail; Minimization; Optimization; Programming; Lagrangian Multiplier method; global convergence; nonlinear complementarity; unconstrained optimization;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Sciences and Optimization (CSO), 2014 Seventh International Joint Conference on

Conference_Location

Beijing

Print_ISBN

978-1-4799-5371-4

Type

conf

DOI

10.1109/CSO.2014.57

Filename

6923682

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=120145