New Multiplier Algorithm for Nonlinear Programming with Inequality Constraints

Authors

Jinchuan Zhou, Department of Mathematics, School of Science, Shandong University of Technology, Zibo 255049, ChinaFollow
Xiuhua Xu
Jingyong Tang

Author Country (or Countries)

China

Abstract

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.

Suggested Reviewers

N/A

Recommended Citation

Zhou, Jinchuan; Xu, Xiuhua; and Tang, Jingyong (2012) "New Multiplier Algorithm for Nonlinear Programming with Inequality Constraints," Applied Mathematics & Information Sciences: Vol. 06: Iss. 2, Article 22.
Available at: https://digitalcommons.aaru.edu.jo/amis/vol06/iss2/22