An augmented Lagrangian function with improved exactness properties
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The authors introduce a new exact augmented Lagrangian function for the solution of nonlinear programming problems NEWLINE\[NEWLINEf(x)\to\text{minimum},\quad g(x)\leq 0.NEWLINE\]NEWLINE For this Lagrangian function, an equivalence between its unconstrained optimization and the solution of the given constrained problem is proved under mild assumptions. Furthermore, an unconstrained algorithm is described which is globally convergent to a Karush-Kuhn-Tucker point of the given constrained problem.
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