An Augmented Lagrangian Function with Improved Exactness Properties
In this paper we introduce a new exact augmented Lagrangian function for the solution of general nonlinear programming problems. For this Lagrangian function a complete equivalence between its unconstrained minimization on an open set and the solution of the original constrained problem can be estab...
Saved in:
| Published in: | SIAM journal on optimization Vol. 12; no. 2; pp. 376 - 406 |
|---|---|
| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Philadelphia
Society for Industrial and Applied Mathematics
2002
|
| Subjects: | |
| ISSN: | 1052-6234, 1095-7189 |
| Online Access: | Get full text |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!