一类新的精确增广Lagrangian函数的性质

Properties of a new kind of exact augmented Lagrangian function

针对含有等式和不等式混合约束的最优化问题引进了一种新的精确增广Lagrangian函数。证明了该类增广Lagrangian函数的基本性质。进一步,在较弱的条件下证明了无约束问题的稳定点与原约束问题的KKT点之间的等价性。

A new kind of augmented Lagrangian function for constrained optimization problem with both equality and in-equality contraints is introduced. The elementary properties of this kind of function are given. Furthermore, the equiva-lence between its slationary point of uncontrained minimization and the KKT point of the original constrained problem is proved.