2013Unpublished venueRequires access

A Class of New Lagrangian Multiplier Methods

Dingguo Pu, Pei Yang

Open publisher page 3 citations

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.

About this research paper

What this paper is about

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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OpenAlex reports 3 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available 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.

Key concepts: Augmented Lagrangian method, Lagrange multiplier, Multiplier (economics), Lagrangian, Lagrangian relaxation, Mathematics, Piecewise, Class (philosophy)

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