A nonlinear Lagrangian based on Fischer-Burmeister NCP function

DOI10.1016/J.AMC.2006.10.084MaRDI QIDQ2372014zbMATH OpenOpenAlexFDO

Authors Yonghong Ren, Xiantao Xiao, Liwei Zhang

Publication date 10 July 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.10.084

zbMATH Keywords

convergencenonlinear programmingnumerical resultsaugmented Lagrangiancondition numbererror bounddual algorithmnonlinear Lagrangianpenalty parameterdual functionFischer-Burmeister NCP function

Mathematics Subject Classification ID

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

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• Unconstrained Lagrangians in Nonlinear Programming
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Cited in

(9)

• Nonlinear Lagrangians based on the modified F-B NCP functions
• Nonlinear Lagrangians for nonlinear programming based on modified Fischer-Burmeister NCP functions
• A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
• A nonlinear Lagrangian for optimization problems with inequality constraints
• A nonlinear Lagrangian for constrained optimization problems
• The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization
• A class of new Lagrangian multiplier method with NCP function
• A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM
• A penalized Fischer-Burmeister NCP-function

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