A New Class of Augmented Lagrangians in Nonlinear Programming
- 1 September 1979
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 17 (5) , 618-628
- https://doi.org/10.1137/0317044
Abstract
In this paper a new class of augmented Lagrangians is introduced, for solving equality constrained problems via unconstrained minimization techniques. It is proved that a solution of the constrained problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of the augmented Lagrangian. In particular, in the linear quadratic case, the solution is obtained by minimizing a quadratic function. Numerical examples are reportedKeywords
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