On augmented Lagrangians for Optimization Problems with a Single Constraint

被引：0
|
作者：
R. N. Gasimov
A. M. Rubinov
机构：
[1] Osmangazi University,Department of Industrial Engineering
[2] SITMS,undefined
[3] University of Ballarat Victoria,undefined
来源：
Journal of Global Optimization | 2004年 / 28卷
关键词：
Augmented Lagrangians; Lagrange-type functions; Supergradient method;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We examine augmented Lagrangians for optimization problems with a single (either inequality or equality) constraint. We establish some links between augmented Lagrangians and Lagrange-type functions and propose a new kind of Lagrange-type functions for a problem with a single inequality constraint. Finally, we discuss a supergradient algorithm for calculating optimal values of dual problems corresponding to some class of augmented Lagrangians.
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页码：153 / 173
页数：20
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