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. © 1982 Plenum Publishing Corporation.
A new augmented Lagrangian function for inequality constraints in nonlinear programming problems / DI PILLO, Gianni; Grippo, Luigi. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - 36:4(1982), pp. 495-519. [10.1007/bf00940544]
A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
DI PILLO, Gianni;GRIPPO, Luigi
1982
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. © 1982 Plenum Publishing Corporation.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.