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New Multiplier Algorithm for Nonlinear Programming with Inequality Constraints |
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PP: 337-343 |
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Author(s) |
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Jinchuan Zhou,
Xiuhua Xu,
Jingyong Tang,
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Abstract |
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| We introduce a new class of augmented Lagrangian function, which includes the
well-known essential quadratic augmented Lagrangian as special cases. Based on this
new function, we propose a multiplier algorithm, whose main feature is that the multiplier
sequence does not require to be bounded. Global convergence to optimal solutions
and KKT points are established, respectively. |
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