Abstract: From the point of view of maximizing the dual function based on augmented Lagrange function, the update of multiplier of augmented Lagrange method can be interpreted as a constant step gradient method. The effectiveness of augmented Lagrange method can be obtained by analyzing the second-order differential of dual function. In this paper, the second-order differentials of dual function for equality constrained optimization problem and general constrained nonlinear programming problem are estimated, which explains why the gradient method with constant step size has fast rate of convergence.

Key words: augmented Lagrange method, dual problem, rate of convergence, secondorder differential