对非线性规划的一类Di Pillo-Grippo增广拉格朗日函数的进一步研究

O1; In this paper, a class of augmented Lagrangians of Di Pillo and Grippo (DGALs) was considered, for solving equality-con strained problems via unconstrained minimization techniques. The relationship was further discussed between the unconstrained minimizero of DGALs on the product space of proble...

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Published in上海大学学报(英文版) Vol. 10; no. 4; pp. 293 - 298
Main Authors 杜学武, 梁玉梅, 张连生
Format Journal Article
LanguageChinese
Published 上海大学 2006
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ISSN1007-6417

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Summary:O1; In this paper, a class of augmented Lagrangians of Di Pillo and Grippo (DGALs) was considered, for solving equality-con strained problems via unconstrained minimization techniques. The relationship was further discussed between the unconstrained minimizero of DGALs on the product space of problem variables and multipliers, and the solutions of the constrained problem and the corre sponding 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 equality-constrained 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.Key words nonlinear programming, constrained optimization, augmented Lagrangians, augmented Lagrangisns of Di Pillo and Grippo.
ISSN:1007-6417