Article citationsMore>>

G. Pillo and L. Grippo, “A New Class of Augmented Lagrangian in Nonlinear Programming,” SIAM Journal on Control and Optimization, Vol. 17, No. 5, 1979, pp. 617-628.

has been cited by the following article:

• TITLE: A New Lagrangian Multiplier Method on Constrained Optimization

  AUTHORS: You-Lin Shang, Sheng-Li Guo, Xiang-Yi Jiang

  KEYWORDS: Nonlinear Programming; NCP Function; Lagrange Function; Multiplier; Convergence

  JOURNAL NAME: Applied Mathematics, Vol.3 No.10A, November 1, 2012

  ABSTRACT: In this paper, a new augmented Lagrangian function with 4-piecewise linear NCP function is introduced for solving nonlinear programming problems with equality constrained and inequality constrained. It is proved that a solution of the original constrained problem and corresponding values of Lagrange multipliers can be found by solving an unconstrained minimization of the augmented Lagrange function. Meanwhile, a new Lagrangian multiplier method corresponding with new augmented Lagrangian function is proposed. And this method is implementable and convergent.