On augmented Lagrangians for optimization problems with a single constraint

Gasimov R., Rubinov A.

JOURNAL OF GLOBAL OPTIMIZATION, cilt.28, sa.2, ss.153-173, 2004 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 28 Sayı: 2
  • Basım Tarihi: 2004
  • Doi Numarası: 10.1023/b:jogo.0000015309.88480.2b
  • Dergi Adı: JOURNAL OF GLOBAL OPTIMIZATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.153-173
  • Eskişehir Osmangazi Üniversitesi Adresli: Hayır

Özet

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.