Title :
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
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;
Conference_Titel :
Computational Sciences and Optimization (CSO), 2014 Seventh International Joint Conference on
Conference_Location :
Beijing
Print_ISBN :
978-1-4799-5371-4
DOI :
10.1109/CSO.2014.57
