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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: | 27 Aug 2021 17:07 |
| URI: | https://pure.iiasa.ac.at/247 |
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