A nonlinear Lagrangian based on Fischer-Burmeister NCP function

This paper proposes a nonlinear Lagrangian Based on Fischer-Burmeister NCP function for solving nonlinear programming problems with inequality constraints. The convergence theorem shows that the sequence of points generated by this nonlinear Lagrange algorithm is locally convergent when the penalty...

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Bibliographic Details
Published in:	Applied mathematics and computation Vol. 188; no. 2; pp. 1344 - 1363
Main Authors:	Ren, Yong-Hong, Zhang, Li-Wei, Xiao, Xian-Tao
Format:	Journal Article
Language:	English
Published:	New York, NY Elsevier Inc 15.05.2007 Elsevier
Subjects:	Augmented Lagrangian Calculus of variations and optimal control Condition number Dual algorithm Dual function Exact sciences and technology Fischer-Burmeister NCP function Mathematical analysis Mathematics Nonlinear Lagrangian Numerical analysis Numerical analysis. Scientific computation Sciences and techniques of general use Special functions Condition number Nonlinear Lagrangian Fischer-Burmeister NCP function Dual function Dual algorithm Augmented Lagrangian Lagrangian Optimization method Duality Nonlinear problems Non linear programming Algorithm Penalty method Bounded solution Convergence Constrained optimization Numerical analysis Applied mathematics Optimal solution Inequality constraint Problem solving
ISSN:	0096-3003, 1873-5649
Online Access:	Get full text
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