期刊文献+

Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming 被引量:2

Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming
下载PDF
导出
摘要 In this paper, a class of augmented Lagrangiaus of Di Pillo and Grippo (DGALs) was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discussed between the uneonstrained minimizers of DGALs on the product space of problem variables and multipliers, and the solutions of the eonstrained problem and the corresponding values of the Lagrange multipliers. The resulting properties indicate more precisely that this class of DGALs is exact multiplier penalty functions. Therefore, a solution of the equslity-constralned problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of a DGAL on the product space of problem variables and multipliers. In this paper, a class of augmented Lagrangiaus of Di Pillo and Grippo (DGALs) was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discussed between the uneonstrained minimizers of DGALs on the product space of problem variables and multipliers, and the solutions of the eonstrained problem and the corresponding values of the Lagrange multipliers. The resulting properties indicate more precisely that this class of DGALs is exact multiplier penalty functions. Therefore, a solution of the equslity-constralned problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of a DGAL on the product space of problem variables and multipliers.
出处 《Journal of Shanghai University(English Edition)》 CAS 2006年第4期293-298,共6页 上海大学学报(英文版)
关键词 nonlinear programming constrained optimization augmented Lagrangians augmented Lagrangians of Di Pillo and Grippo. nonlinear programming, constrained optimization, augmented Lagrangians, augmented Lagrangians of Di Pillo and Grippo.
  • 相关文献

参考文献6

  • 1S. Lucidi. New results on a class of exact augmented Lagrangians[J] 1988,Journal of Optimization Theory and Applications(2):259~282
  • 2G. Pillo,L. Grippo. A new augmented Lagrangian function for inequality constraints in nonlinear programming problems[J] 1982,Journal of Optimization Theory and Applications(4):495~519
  • 3H. Mukai,E. Polak. A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints[J] 1975,Mathematical Programming(1):336~349
  • 4R. Fletcher. An exact penalty function for nonlinear programming with inequalities[J] 1973,Mathematical Programming(1):129~150
  • 5R. T. Rockafellar. The multiplier method of Hestenes and Powell applied to convex programming[J] 1973,Journal of Optimization Theory and Applications(6):555~562
  • 6Magnus R. Hestenes. Multiplier and gradient methods[J] 1969,Journal of Optimization Theory and Applications(5):303~320

同被引文献7

引证文献2

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部