New Lagrangian Multiplier Methods
Zhong Jin
Abstract
Zhong Jin
Abstract
A new class of augmented Lagrangian functions with the Fischer-Burmeister 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 a reformulation of the primal constrained problem.These methods are implementable and globally convergent.
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A new class of augmented Lagrangian functions with the Fischer-Burmeister 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 a reformulation of the primal constrained problem.These methods are implementable and globally convergent.
Key concepts: Augmented Lagrangian method, Lagrange multiplier, Lagrangian, Multiplier (economics), Mathematics, Minification, Lagrangian relaxation, Mathematical optimization