A new embedding for the augmented Lagrange method

MaRDI QIDQ2783493zbMATH OpenFDO

Authors G. Bouza Allende

Publication date 21 April 2002

Published in Revista Investigación Operacional (Search for Journal in Brave)

zbMATH Keywords

augmented Lagrangian methodgeneralized critical pointsparametric optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Review text

Different algorithms such as penalty, barrier, augmented Lagrangian and parametrical approaches are used in the solution of nonlinear optimization problems. The author develops a particular embedding for the augmented Lagrangian method following the line of \textit{D. Dentcheva, J. Guddat, J. J. Rückman} and \textit{K. Wendler} [Z. Oper. Res. 41, No. 2, 127-152 (1995; Zbl 0854.90127)]. She proves that for almost every fixed parameter the original optimization problem is regular in the sense of \textit{H. Th. Jongen, P. Jonker} and \textit{F. Twilt} [Math. Program. 34, 333-353 (1986; Zbl 0599.90114)]. Two examples are presented.

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(4)

• On generic quadratic penalty embeddings for nonlinear optimization problems
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