Xunzhi Zhu, Jingyong Tang, Jian Wang, Shujiang Ding, "Multiplier Algorithm Based on a New Augmented Lagrangian Function," WSEAS Transactions on Mathematics, vol. 14, pp. 169-177, 2015, DOI:
Xunzhi Zhu, Jingyong Tang, Jian Wang, Shujiang Ding. Multiplier Algorithm Based on a New Augmented Lagrangian Function.
WSEAS Transactions on Mathematics. 2015;14:169-177.
WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 14, 2015
Multiplier Algorithm Based on a New Augmented Lagrangian Function
Authors: , , ,
Abstract: In this paper, for nonconvex optimization problem with both equality and inequality constrains, we introduce a new augmented Lagrangian function and propose the corresponding multiplier algorithm. The globalconvergence is established without requiring the boundedness of multiplier sequences. In particular, if the algorithm terminates in finite steps, then we obtain a KKT point of the primal problem; otherwise the iterative sequence{x^k} generalized by algorithm converges to optimal solutions. Even if {x^k} is divergent we also present a necessary and sufficient condition for the convergence of {f(x^k)} to the optimal value. Finally, preliminary numerical experience is reported.
Pages: 169-177 WSEAS Transactions on Mathematics, ISSN / E-ISSN: 1109-2769 / 2224-2880, Volume 14, 2015, Art. #16 DOI: *As the DOI is a unique identifier, it is already available in the pdf version.
**The DOI link will be activated in the first midst of January 2026.
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