作者
Li-Wei Zhang, Yong-Hong Ren, Yue Wu, Xian-Tao Xiao
发表日期
2008/6
期刊
Asia-Pacific Journal of Operational Research
卷号
25
期号
03
页码范围
327-371
出版商
World Scientific Publishing Co, & Operational Research Society of Singapore
简介
This paper establishes a theory framework of a class of nonlinear Lagrangians for solving nonlinear programming problems with inequality constraints. A set of conditions are proposed to guarantee the convergence of nonlinear Lagrangian algorithms, to analyze condition numbers of nonlinear Lagrangian Hessians as well as to develop the dual approaches. These conditions are satisfied by well-known nonlinear Lagrangians appearing in literature. The convergence theorem shows that the dual algorithm based on any nonlinear Lagrangian in the class is locally convergent when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions and the error bound solution, depending on the penalty parameter, is also established. The paper also develops the dual problems based on the proposed nonlinear Lagrangians, and the related duality theorem and saddle point …
引用总数
20132014201520162017201820192020202120221131111
学术搜索中的文章
LW Zhang, YH Ren, Y Wu, XT Xiao - Asia-Pacific Journal of Operational Research, 2008