Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters
For nonconvex optimization problem with both equality and inequality constraints, we introduce a new augmented Lagrangian function and propose the corresponding multiplier algorithm. New iterative strategy on penalty parameter is presented. Different global convergence properties are established dep...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
|
| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/181629 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!