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EXACT AUGMENTED LAGRANGIAN FUNCTION FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

EXACT AUGMENTED LAGRANGIAN FUNCTION FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS
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摘要 An exact augmented Lagrangian function for the nonlinear nonconvex programming problems with inequality constraints was discussed. Under suitable hypotheses, the relationship was established between the local unconstrained minimizers of the augmented Lagrangian function on the space of problem variables and the local minimizers of the original constrained problem. Furthermore, under some assumptions, the relationship was also established between the global solutions of the augmented Lagrangian function on some compact subset of the space of problem variables and the global solutions of the constrained problem. Therefore, f^om the theoretical point of view, a solution of the inequality constrained problem and the corresponding values of the Lagrange multipliers can be found by the well-known method of multipliers which resort to the unconstrained minimization of the augmented Lagrangian function presented. An exact augmented Lagrangian function for the nonlinear nonconvex programming problems with inequality constraints was discussed. Under suitable hypotheses, the relationship was established between the local unconstrained minimizers of the augmented Lagrangian function on the space of problem variables and the local minimizers of the original constrained problem. Furthermore, under some assumptions, the relationship was also established between the global solutions of the augmented Lagrangian function on some compact subset of the space of problem variables and the global solutions of the constrained problem. Therefore, f^om the theoretical point of view, a solution of the inequality constrained problem and the corresponding values of the Lagrange multipliers can be found by the well-known method of multipliers which resort to the unconstrained minimization of the augmented Lagrangian function presented.
出处 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2005年第12期1649-1656,共8页 应用数学和力学(英文版)
关键词 local minimizer global minimizer nonlinear programming exact penalty function augmented Lagrangian function local minimizer global minimizer nonlinear programming exact penalty function augmented Lagrangian function
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参考文献11

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