Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters

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...

Full description

Bibliographic Details
Main Authors: Xunzhi Zhu, Jinchuan Zhou, Lili Pan, Wenling Zhao
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/181629

Similar Items

Similar Items