NEW CLASS OF AUGMENTED LAGRANGIANS IN NON-LINEAR PROGRAMMING

被引：58

作者：

DIPILLO, G ^{[1
]}

GRIPPO, L ^{[1
]}

机构：

[1] CNR,CTR STUDIO SISTEMI CONTROLLO & CALCOLO AUTOMATICI,I-00184 ROMA,ITALY

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1979年 / 17卷 / 05期

关键词：

D O I：

10.1137/0317044

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A new class of augmented Lagrangians is introduced, for solving equality constrained problems via unconstrained minimization techniques. It is proved that a solution of the constrained problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of the augmented Lagrangian. In particular, in the linear quadratic case, the solution is obtained by minimizing a quadratic function. Numerical examples are reported.

引用

页码：618 / 628

页数：11

共 11 条

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[5] Hestenes MR., 1975, OPTIMIZATION THEORY
[6] Miele A., 1972, On the method of multipliers for mathematical programming problems, DOI 10.1007/BF00934960
[7] MUKAI H, 1974, ERLM455 U CAL COLL E
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POLAK, E
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