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Title: Updating the Multipliers Associated with Inequality Constraints in an Augmented Lagrangian Multiplier Method
Authors: Avelino, C. P. 
Vicente, L. N. 
Issue Date: 2003
Citation: Journal of Optimization Theory and Applications. 119:2 (2003) 215-233
Abstract: This paper contributes to the development of the field of augmented Lagrangian multiplier methods for general nonlinear programming by introducing a new update for the multipliers corresponding to inequality constraints. The update maintains naturally the nonnegativity of the multipliers without the need for a positive-orthant projection, as a result of the verification of the first-order necessary conditions for the minimization of a modified augmented Lagrangian penalty function.
DOI: 10.1023/B:JOTA.0000005444.50285.4d
Rights: openAccess
Appears in Collections:FCTUC Matemática - Artigos em Revistas Internacionais

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