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中文摘要：
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.
英文摘要：
A new kind of augmented Lagrangian functions is proposed in this paper. We proved that there are the corresponding relationships between the stable point of the Lagrangian function and KKT point of the original problem.The same results are obtained for the both global minimum point.The local minimum point of the augmented Lagrangian function is the local minimum point of the original problem.Calculation examples show that the augmented Lagrangian function is feasible and effctive.
同期刊论文项目
同项目期刊论文
Smoothing Levenberg-Marquardt Method for General Nonlinear Complementarity problems under local erro
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