Article ID Journal Published Year Pages File Type
4633679 Applied Mathematics and Computation 2009 11 Pages PDF
Abstract

In this paper, we present the global convergence properties of the primal–dual method using a class of augmented Lagrangian functions based on NCP function for inequality constrained nonconvex optimization problems. We construct four modified augmented Lagrangian methods based on different algorithmic strategies. We show that the convergence to a KKT point or a degenerate point of the original problem can be ensured without requiring the boundedness condition of the multiplier sequence.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
, , ,