In this paper we introduce a new exact augmented Lagrangian function for the solution ofgeneral nonlinear programming problems. For this Lagrangian function a complete equivalence between its unconstrained minimization on an open set and the solution ofthe original constrained problem can be established under mild assumptions and without requiring the boundedness ofthe feasible set of the constrained problem. Moreover we describe an unconstrained algorithmic model which is globally convergent toward KKT pairs ofthe original constrained problem. The algorithmic model can be endowed with a superlinear rate ofcon vergence by a proper choice ofthe search direction in the unconstrained minimization, without requiring strict complementarity
An augmented Lagrangian function with improved exactness properties / DI PILLO, Gianni; Lucidi, Stefano. - In: SIAM JOURNAL ON OPTIMIZATION. - ISSN 1052-6234. - STAMPA. - 12:(2001), pp. 376-406. [10.1137/S1052623497321894]
An augmented Lagrangian function with improved exactness properties
DI PILLO, Gianni;LUCIDI, Stefano
2001
Abstract
In this paper we introduce a new exact augmented Lagrangian function for the solution ofgeneral nonlinear programming problems. For this Lagrangian function a complete equivalence between its unconstrained minimization on an open set and the solution ofthe original constrained problem can be established under mild assumptions and without requiring the boundedness ofthe feasible set of the constrained problem. Moreover we describe an unconstrained algorithmic model which is globally convergent toward KKT pairs ofthe original constrained problem. The algorithmic model can be endowed with a superlinear rate ofcon vergence by a proper choice ofthe search direction in the unconstrained minimization, without requiring strict complementarityI documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.