- Title
- On augmented lagrangians for optimization problems with a single constraint
- Creator
- Gasimov, Rafail; Rubinov, Alex
- Date
- 2004
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/63400
- Identifier
- vital:318
- Identifier
-
https://doi.org/10.1023/B:JOGO.0000015309.88480.2b
- Identifier
- ISSN:0925-5001
- Abstract
- We examine augmented Lagrangians for optimization problems with a single (either inequality or equality) constraint. We establish some links between augmented Lagrangians and Lagrange-type functions and propose a new kind of Lagrange-type functions for a problem with a single inequality constraint. Finally, we discuss a supergradient algorithm for calculating optimal values of dual problems corresponding to some class of augmented Lagrangians.; C1
- Publisher
- Springer
- Relation
- Journal of Global Optimization Vol. 28, no. 2 (2004), p. 153-173
- Rights
- Copyright Springer
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0103 Numerical and Computational Mathematics; Augmented Lagrangian; Lagrange-type functions; Supergradient method; Algorithms; Constraint theory; Lagrange multipliers; Numerical methods; Problem solving; Optimisation
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