A Class of New Lagrangian Multiplier Methods
Dingguo Pu, Pei Yang
Abstract
Dingguo Pu, Pei Yang
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.
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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.
Key concepts: Augmented Lagrangian method, Lagrange multiplier, Multiplier (economics), Lagrangian, Lagrangian relaxation, Mathematics, Piecewise, Class (philosophy)