A new augmented Lagrangian function for inequality constraints in nonlinear programming problems

DOI10.1007/BF00940544zbMath0452.90065OpenAlexW2046159525MaRDI QIDQ1148810

Gianni Di Pillo, Luigi Grippo

Publication date: 1982

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940544

zbMATH Keywords

computational methodsinequality constraintsaugmented Lagrangian function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (18)

Exact augmented Lagrangian functions for nonlinear semidefinite programming ⋮ A class of augmented Lagrangians for equality constraints in nonlinear programming problems ⋮ New results on a class of exact augmented Lagrangians ⋮ Decomposition Methods Based on Augmented Lagrangians: A Survey ⋮ An extension of the simplex method to constrained nonlinear optimization ⋮ Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming ⋮ A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties ⋮ Some results on augmented Lagrangians in constrained global optimization via image space analysis ⋮ A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness ⋮ A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness ⋮ Exact augmented Lagrangian function for nonlinear programming problems with inequality constraints ⋮ Globally convergent inexact generalized Newton method for first-order differentiable optimization problems ⋮ An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables ⋮ Further study on augmented Lagrangian duality theory ⋮ Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property ⋮ Augmented Lagrangian Objective Penalty Function ⋮ Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming ⋮ On differentiable exact penalty functions

Cites Work

• Enlarging the region of convergence of Newton's method for constrained optimization
• Multiplier methods: A survey
• Unconstrained Lagrangians in Nonlinear Programming
• A New Class of Augmented Lagrangians in Nonlinear Programming
• Necessary and sufficient conditions for a penalty method to be exact
• A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
• An exact penalty function for nonlinear programming with inequalities
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A new augmented Lagrangian function for inequality constraints in nonlinear programming problems