Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function

作者: Nélida Echebest , María Daniela Sánchez , María Laura Schuverdt

DOI: 10.1007/S10957-015-0735-7

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摘要: In the present research, an Augmented Lagrangian method with use of exponential penalty function for solving inequality constraints problems is considered. Global convergence proved using constant positive generator constraint qualification when subproblem solved in approximate form. Since this was defined recently, result new based on function. Boundedness parameters considering classical conditions. Three illustrative examples are presented.

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