On Lagrange multipliers and constraints II. Augmented Lagrangian approach
作者:
H. SAYAMA,
L. T. FAN,
L. S. FAN,
期刊:
International Journal of Systems Science
(Taylor Available online 1976)
卷期:
Volume 7,
issue 11
页码: 1299-1313
ISSN:0020-7721
年代: 1976
DOI:10.1080/00207727608942005
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper establishes the relations between the changes in the values of the augmented multipliers and the changes in the values of the constraint and objective functions for a non-linear, non-convex programme based on the augmented Lagrangian which was introduced by one of the present authors. If the penalty parameters are sufficiently large, the monotonic relations hold between the augmented multipliers and the constraint functions near the optimal solution. Illustrative examples show that the classical Lagrangian fails to give rise to the relations for a. non-convex programme.
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