On augmented Lagrangians for Optimization Problems with a Single Constraint

On augmented Lagrangians for Optimization Problems with a Single Constraint

We examine augmented Lagrangians for optimization problems with a single (either inequality or equality) constraint. We establish some links between augmented Lagrangians and Lagrange-type functions and propose a new kind of Lagrange-type functions for a problem with a single inequality constraint....

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Veröffentlicht in:Journal of global optimization 2004-02, Vol.28 (2), p.153-173
Hauptverfasser: Gasimov, R N, Rubinov, A M
Format: Artikel
Sprache:eng
Schlagworte:
Euclidean space
Functions
Inequality
Lagrange multiplier
Mathematical models
Mathematical programming
Optimization
Optimization algorithms
Studies
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Zusammenfassung:We examine augmented Lagrangians for optimization problems with a single (either inequality or equality) constraint. We establish some links between augmented Lagrangians and Lagrange-type functions and propose a new kind of Lagrange-type functions for a problem with a single inequality constraint. Finally, we discuss a supergradient algorithm for calculating optimal values of dual problems corresponding to some class of augmented Lagrangians.
ISSN:0925-5001
1573-2916
DOI:10.1023/B:JOGO.0000015309.88480.2b