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Convergence analysis of a nonlinear Lagrangian algorithm for nonlinear programming with inequality constraints

โœ Scribed by Li-Wei Zhang; Yong-Jin Liu


Publisher
Springer-Verlag
Year
2003
Tongue
English
Weight
149 KB
Volume
13
Category
Article
ISSN
1598-5865

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Convergence analysis of an augmented Lag
โœ X.Q. Yang; X.X. Huang ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 133 KB

In this paper, a mathematical program with complementarity constraints (MPCC) is reformulated as a nonsmooth constrained optimization problem by using the Fischer-Burmeister function. An augmented (proximal) Lagrangian method is applied to tackle the resulting constrained optimization problem. The a