On augmented Lagrangians for optimization problems with a single constraint

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Gasimov R., Rubinov A.

JOURNAL OF GLOBAL OPTIMIZATION, vol.28, no.2, pp.153-173, 2004 (SCI-Expanded)

• Publication Type: Article / Article
• Volume: 28 Issue: 2
• Publication Date: 2004
• Doi Number: 10.1023/b:jogo.0000015309.88480.2b
• Journal Name: JOURNAL OF GLOBAL OPTIMIZATION
• Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Page Numbers: pp.153-173
• Eskisehir Osmangazi University Affiliated: No

Abstract

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.