Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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CONVERGENCE ANALYSIS OF A NONLINEAR LAGRANGIAN ALGORITHM FOR NONLINEAR PROGRAMMING WITH INEQUALITY CONSTRAINTS

  • Zhang, Li-Wei (Department of Applied Mathematics, Dalian University of Technology) ;
  • Liu, Yong-Jin (Department of Applied Mathematics, Dalian University of Technology)
  • Published : 2003.09.01

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Abstract

In this paper, we establish a nonlinear Lagrangian algorithm for nonlinear programming problems with inequality constraints. Under some assumptions, it is proved that the sequence of points, generated by solving an unconstrained programming, convergents locally to a Kuhn-Tucker point of the primal nonlinear programming problem.

Keywords

References

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