Generalized Lagrange multiplier technique for nonlinear programming |
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| Authors: | Y Evtushenko |
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| Institution: | (1) Computing Center of the USSR, Moscow, USSR;(2) Physico-Technical Institute, Moscow, USSR;(3) Present address: International Institute for Applied Systems Analysis, Schloss Laxenburg, Laxenburg, Austria |
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| Abstract: | Our aim here is to present numerical methods for solving a general nonlinear programming problem. These methods are based on transformation of a given constrained minimization problem into an unconstrained maximin problem. This transformation is done by using a generalized Lagrange multiplier technique. Such an approach permits us to use Newton's and gradient methods for nonlinear programming. Convergence proofs are provided, and some numerical results are given. |
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| Keywords: | Nonlinear programming max-min problems Lagrange multiplier technique Newton's method |
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