Tang Jian. A NEW CLASS OF AUGMENTED LAGRANIAN FUNCTION FOR NONLINEAR PROGRAMMING[J]. Journal of Civil and Environmental Engineering, 1991, 13(3). DOI: 10.11835/j.issn.1674-4764.1991.03.013.
非线性规划的一类新增广拉格朗日函数
摘要
本文对二次连续可微约束优化问题提出了一类增广拉格朗日函数
证明了该函数的稳定点、极值点与原约束优化问题稳定点及极值点之间的等价性。
Abstract
In this paper
a new class of augmented Langrangian function for solving optimization problem with twice continuously differentiable inequality constraints is studied. Under mild assumptions on the parameters of augmented function
the equivalence of stationary points of the function and K-T points of the restricted problem is proved as well as their extreme points.