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2014 Second-Order Multiplier Iteration Based on a Class of Nonlinear Lagrangians
Yong-Hong Ren
Abstr. Appl. Anal. 2014(SI43): 1-7 (2014). DOI: 10.1155/2014/210284


Nonlinear Lagrangian algorithm plays an important role in solving constrained optimization problems. It is known that, under appropriate conditions, the sequence generated by the first-order multiplier iteration converges superlinearly. This paper aims at analyzing the second-order multiplier iteration based on a class of nonlinear Lagrangians for solving nonlinear programming problems with inequality constraints. It is suggested that the sequence generated by the second-order multiplier iteration converges superlinearly with order at least two if in addition the Hessians of functions involved in problem are Lipschitz continuous.


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Yong-Hong Ren. "Second-Order Multiplier Iteration Based on a Class of Nonlinear Lagrangians." Abstr. Appl. Anal. 2014 (SI43) 1 - 7, 2014.


Published: 2014
First available in Project Euclid: 2 October 2014

zbMATH: 07021934
MathSciNet: MR3198164
Digital Object Identifier: 10.1155/2014/210284

Rights: Copyright © 2014 Hindawi

Vol.2014 • No. SI43 • 2014
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