DocumentCode
693979
Title
A Class of New Lagrangian Multiplier Methods
Author
Dingguo Pu ; Pei Yang
Author_Institution
Dept. of Math., Henan Univ. of Sci. & Thchnology, Luoyang, China
fYear
2013
fDate
14-16 Nov. 2013
Firstpage
647
Lastpage
651
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.
Keywords
nonlinear programming; Lagrangian multiplier methods; augmented Lagrangian functions; inequality constraints; piecewise linear relational NCP function; primal constrained problem; smooth equation; smooth function; unconstrained constrained nonlinear optimization problem; Convergence; Educational institutions; Electronic mail; Equations; Lagrangian functions; Optimization; Constrained optimization; KKT point; convergence; filter; multiplier; nonlinear complementarity function;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Intelligence and Financial Engineering (BIFE), 2013 Sixth International Conference on
Conference_Location
Hangzhou
Print_ISBN
978-1-4799-4778-2
Type
conf
DOI
10.1109/BIFE.2013.133
Filename
6961219
Link To Document