New results on a class of exact augmented Lagrangians (Q1093533)

A new continuously differentiable exact augmented Lagrangian is introduced for the solution of nonlinear programming problems with compact feasible sets. The distinguishing features of this augmented Lagrangian are that it is radially unbounded with respect to the multiplier and that it goes to infinity on the boundary of a compact set containing the feasible region. This allows to establish a complete equivalence between the unconstrained minimization of the augmented Lagrangian on the product space of problem variables and multipliers and the solution of the constrained problem.