Alternating Direction Method of Solving Nonlinear Programming with Inequality Constrained

This paper, a new class of augmented Lagrange functions with the new NCP function is proposed for the minimization of a smooth function subject to inequality constraints. Under some conditions, we prove of the equivalences of the KKT point and local point and globe point between primal constrained nonlinear programming problem and the new unconstrained problem. By the character of augmented Lagrange function, the algorithm which uses alternating direction method is constructed and proved convergence.