Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters
Joint Authors
Zhu, Xunzhi
Pan, Lili
Zhou, Jinchuan
Zhao, Wenling
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-06-12
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
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 depending on whether the penalty parameter is bounded.
Even if the iterative sequence {xk} is divergent, we present a necessary and sufficient condition for the convergence of {f(xk)} to the optimal value.
Finally, preliminary numerical experience is reported.
American Psychological Association (APA)
Zhu, Xunzhi& Zhou, Jinchuan& Pan, Lili& Zhao, Wenling. 2012. Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-15.
https://search.emarefa.net/detail/BIM-993013
Modern Language Association (MLA)
Zhu, Xunzhi…[et al.]. Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters. Journal of Applied Mathematics No. 2012 (2012), pp.1-15.
https://search.emarefa.net/detail/BIM-993013
American Medical Association (AMA)
Zhu, Xunzhi& Zhou, Jinchuan& Pan, Lili& Zhao, Wenling. Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-15.
https://search.emarefa.net/detail/BIM-993013
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993013