A new augmented Lagrangian function for inequality constraints in nonlinear programming problems |
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| Authors: | G Di Pillo L Grippo |
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| Institution: | (1) Istituto di Automatica, Faculty of Engineering, University of Rome, Rome, Italy;(2) Istituto di Analisi dei Sistemi ed Informatica, National Research Council, Rome, Italy |
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| Abstract: | In this paper, a new augmented Lagrangian function is introduced for solving nonlinear programming problems with inequality constraints. The relevant feature of the proposed approach is that, under suitable assumptions, it enables one to obtain the solution of the constrained problem by a single unconstrained minimization of a continuously differentiable function, so that standard unconstrained minimization techniques can be employed. Numerical examples are reported. |
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| Keywords: | Optimization nonlinear programming Numerical methods computational methods augmented Lagrangian functions |
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