A Note on Embeddings for the Augmented Lagrange Method
Yugoslav journal of operations research, Tome 20 (2010) no. 2, p. 183
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Nonlinear programs (P) can be solved by embedding problem P into one
parametric problem P(t), where P(1) and P are equivalent and P(0), has an evident
solution. Some embeddings fulfill that the solutions of the corresponding problem P(t)
can be interpreted as the points computed by the Augmented Lagrange Method on P. In
this paper we study the Augmented Lagrangian embedding proposed in [6]. Roughly
speaking, we investigated the properties of the solutions of P(t) for generic nonlinear
programs P with equality constraints and the characterization of P(t) for almost every
quadratic perturbation on the objective function of P and linear on the functions defining
the equality constraints.
Classification :
90C31, 49M30
Keywords: Augmented Lagrangian Method, JJT-regular, generalized critical points, generic set.
Keywords: Augmented Lagrangian Method, JJT-regular, generalized critical points, generic set.
@article{YJOR_2010_20_2_a0,
author = {Gemayqzel Bouza-Allende and Jurgen Guddat},
title = {A {Note} on {Embeddings} for the {Augmented} {Lagrange} {Method}},
journal = {Yugoslav journal of operations research},
pages = {183 },
year = {2010},
volume = {20},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_2010_20_2_a0/}
}
Gemayqzel Bouza-Allende; Jurgen Guddat. A Note on Embeddings for the Augmented Lagrange Method. Yugoslav journal of operations research, Tome 20 (2010) no. 2, p. 183 . http://geodesic.mathdoc.fr/item/YJOR_2010_20_2_a0/