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A Modified Lagrangian Algorithm for Solving Nonlinear Constrained Optimization Problems
He Suxiang;Zhang Liwei
Acta mathematica scientia,Series A. 2006, 26 (1):
49-062.
A modified Lagrangian algorithm for solving nonlinear constrained optimization problems is established, which is based on a modified Lagrange function with a controlling parameter.Under suitable conditions, the local convergence of the modified Lagrangian algorithm is proved and the error bounds of solutions are established, which shows that there exists a threshold of the parameter such that, when the parameter is less than this threshold, the sequence of points generated by the algorithm converges to a Kuhn-Tucker point locally. Numerical results by using the modified Lagrangian algorithm for solvingsome simple constrained optimization problems are illustrated.
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