Open Access
Translator Disclaimer
2012 Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters
Xunzhi Zhu, Jinchuan Zhou, Lili Pan, Wenling Zhao
J. Appl. Math. 2012: 1-15 (2012). DOI: 10.1155/2012/181629


For nonconvex optimization problem with both equality and inequality constraints, we introduce a new augmented Lagrangian function and propose the corresponding multiplier algorithm. New iterative strategy on penalty parameter is presented. Different global convergence properties are established depending on whether the penalty parameter is bounded. Even if the iterative sequence { x k } is divergent, we present a necessary and sufficient condition for the convergence of { f ( x k ) } to the optimal value. Finally, preliminary numerical experience is reported.


Download Citation

Xunzhi Zhu. Jinchuan Zhou. Lili Pan. Wenling Zhao. "Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters." J. Appl. Math. 2012 1 - 15, 2012.


Published: 2012
First available in Project Euclid: 14 December 2012

zbMATH: 1247.65079
MathSciNet: MR2935531
Digital Object Identifier: 10.1155/2012/181629

Rights: Copyright © 2012 Hindawi


Vol.2012 • 2012
Back to Top