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Existence of Local Saddle Points for a New Augmented Lagrangian Function

机译:一个新的增广拉格朗日函数的局部鞍点的存在

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摘要

We give a new class of augmented Lagrangian functions for nonlinear programming problem with both equality and inequality constraints. The close relationship between local saddle points of this new augmented Lagrangian and local optimal solutions is discussed. In particular, we show that a local saddle point is a local optimal solution and the converse is also true under rather mild conditions.
机译:对于具有相等和不等式约束的非线性规划问题,我们给出了一类新的增广的拉格朗日函数。讨论了这种新的增强拉格朗日算子的局部鞍点与局部最优解之间的紧密关系。特别是,我们表明,局部鞍点是局部最优解,在相当温和的条件下,反之亦成立。

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  • 来源
    《Mathematical Problems in Engineering》 |2010年第3期|p.51-63|共13页
  • 作者单位

    Department of Mathematics, School of Science, Shandong University of Technology, Zibo 255049, China;

    Department of Mathematics, School of Science, Shandong University of Technology, Zibo 255049, China;

    Department of Mathematics, School of Science, Shandong University of Technology, Zibo 255049, China;

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