Generalized Augmented Lagrangian Problem and Approximate Optimal Solutions in Nonlinear Programming

: We introduce some approximate optimal solutions and a generalized augmented Lagrangian in nonlinear programming, establish dual function and dual problem based on the generalized augmented Lagrangian, obtain approximate KKT necessary optimality condition of the generalized augmented Lagrangian dua...

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Veröffentlicht in:Journal of inequalities and applications 2007-10, Vol.2007 (1), p.019323-019323
Hauptverfasser: Chen, Zhe, Zhao, Kequan, Chen, Yuke
Format: Artikel
Sprache:eng
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Zusammenfassung:: We introduce some approximate optimal solutions and a generalized augmented Lagrangian in nonlinear programming, establish dual function and dual problem based on the generalized augmented Lagrangian, obtain approximate KKT necessary optimality condition of the generalized augmented Lagrangian dual problem, prove that the approximate stationary points of generalized augmented Lagrangian problem converge to that of the original problem. Our results improve and generalize some known results.
ISSN:1029-242X
1025-5834
1029-242X
DOI:10.1186/1029-242X-2007-019323