J4 ›› 2013, Vol. 48 ›› Issue (12): 90-95.

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Properties of a new kind of exact augmented Lagrangian function

LI Mei-xia1,2, LIU Qian3   

  1. 1. School of Mathematics and Information Science, Weifang University, Weifang 261061, Shandong, China;
    2. College of Applied Science, Beijing University of Technology,  Beijing 100022, China;
    3. School of Mathematics Science, Shandong Normal University, Jinan 250014, Shandong, China
  • Received:2012-12-04 Online:2013-12-20 Published:2014-01-09

Abstract:

new kind of augmented Lagrangian function for constrained optimization problem with both equality and inequality contraints is introduced. The elementary properties of this kind of function are given. Furthermore, the equivalence between its slationary point of uncontrained minimization and the KKT point of the original constrained problem is proved.

Key words: constrained optimization; augmented Lagrangian function; property

CLC Number: 

  • O221.2
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