首页   按字顺浏览 期刊浏览 卷期浏览 On Lagrange multipliers and constraints II. Augmented Lagrangian approach
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.

 

点击下载:  PDF (398KB)



返 回