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A New Augmented Lagrangian Function Based on Inequalty Constraints Problem
Pages: 115-123
Year: Issue:  4
Journal: Operations Research Transactions

Keyword:  局部极小点整体极小点增广Lagrangian函数KKT点;
Abstract: 针对含不等式约束的非线性规划问题,提出了一类新的增广Lagrangian函数,证明了其稳定点、整体极小点与原约束问题KKT点、整体极小点有对应关系,增广Lagrangian 函数的局部极小点为原问题的局部极小点.基于给出的新的增广Lagrangian函数进行了数值计算,验证了其可行性和有效性.
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