Generalized Lagrange Multiplier Technique for Nonlinear Programming

Evtushenko, Y. (1975) Generalized Lagrange Multiplier Technique for Nonlinear Programming. IIASA Research Report. IIASA, Laxenburg, Austria, RR-75-013

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Abstract

Our aim here is to present numerical methods for solving a general nonlinear programming problem. These methods are based on transformation of a given constrained minimization problem into an unconstrained maximin problem. This transformation is done by using a generalized Lagrange multiplier technique. Such an approach permits us to use Newton and gradient methods for nonlinear programming. Convergence proofs are provided and some numerical results are given.

Item Type: Monograph (IIASA Research Report)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:41
Last Modified: 23 Jul 2016 03:33
URI: http://pure.iiasa.ac.at/247

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