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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. | URI: | https://hdl.handle.net/10316/7755 | DOI: | 10.1023/B:JOTA.0000005444.50285.4d | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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