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

augmented Lagrangiancondition numberconvergencedual algorithmdual functionerror boundFischer-Burmeister NCP functionnonlinear Lagrangiannonlinear programmingnumerical resultspenalty parameter

Mathematics Subject Classification ID

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

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Cited in

(9)

• The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization
• A penalized Fischer-Burmeister NCP-function
• A nonlinear Lagrangian for constrained optimization problems
• Nonlinear Lagrangians based on the modified F-B 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
• Nonlinear Lagrangians for nonlinear programming based on modified Fischer-Burmeister NCP functions
• A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM
• A class of new Lagrangian multiplier method with NCP function

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