In this paper, a new continuously differentiable exact augmented Lagrangian is introduced for the solution of nonlinear programming problems with compact feasible set. The distinguishing features of this augmented Lagrangian are that it is radially unbounded with respect to the multiplier and that it goes to infinity on the boundary of a compact set containing the feasible region. This allows one to establish a complete equivalence between the unconstrained minimization of the augmented Lagrangian on the product space of problem variables and multipliers and the solution of the constrained problem. © 1988 Plenum Publishing Corporation.
NEW RESULTS ON A CLASS OF EXACT AUGMENTED LAGRANGIANS / Lucidi, Stefano. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 58:2(1988), pp. 259-282. [10.1007/bf00939685]
NEW RESULTS ON A CLASS OF EXACT AUGMENTED LAGRANGIANS
LUCIDI, Stefano
1988
Abstract
In this paper, a new continuously differentiable exact augmented Lagrangian is introduced for the solution of nonlinear programming problems with compact feasible set. The distinguishing features of this augmented Lagrangian are that it is radially unbounded with respect to the multiplier and that it goes to infinity on the boundary of a compact set containing the feasible region. This allows one to establish a complete equivalence between the unconstrained minimization of the augmented Lagrangian on the product space of problem variables and multipliers and the solution of the constrained problem. © 1988 Plenum Publishing Corporation.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.