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LIU Mu-Hua, SHANG You-Lin, LI Pu
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Abstract: A new kind of augmented lagrangian function is proposed in this paper. We proved that there are the 1-1 corresponding relationships between the stable point of the lagrangian function and KKT point of the original problem. The same results are obtained for the both global minimum point. The local minimum point of the augmented lagrangian function is the local minimum point of the original problem.
Key words: local minimum point, global minimum point, augmented Lagrangian function, KKT point
LIU Mu-Hua, SHANG You-Lin, LI Pu. A new augmented lagrangian function based on inequalty constraints problem[J]. Operations Research Transactions.
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URL: https://www.ort.shu.edu.cn/EN/
https://www.ort.shu.edu.cn/EN/Y2011/V15/I4/115
