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Evtushenko, Y. (1977). Generalized Lagrange multiplier technique for nonlinear programming. Journal of Optimization Theory and Applications 21 (2) 121-135. 10.1007/BF00932516.
Full text not available from this repository.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's and gradient methods for nonlinear programming. Convergence proofs are provided, and some numerical results are given.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Nonlinear programming; max-min problems; Lagrange multiplier technique; Newton's method |
| Research Programs: | System and Decision Sciences - Core (SDS) |
| Depositing User: | Romeo Molina |
| Date Deposited: | 19 May 2016 07:09 |
| Last Modified: | 27 Aug 2021 17:27 |
| URI: | https://pure.iiasa.ac.at/13230 |
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