Some Results on Augmented Lagrangians in Constrained Global Optimization via Image Space Analysis
Some Results on Augmented Lagrangians in Constrained Global Optimization via Image Space Analysis
复制标题
基于图像空间分析的约束全局优化中增广拉格朗日量的一些结果
DOI：
10.1007/s10957-013-0358-9
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发表时间：
2013-06
影响因子：
1.9
通讯作者：
Liu, Jianzhen
中科院分区：
文献类型：
--
作者：
Luo, Hezhi;Wu, Huixian;Liu, Jianzhen
The aim of this paper is to present some results for the augmented Lagrangian function in the context of constrainedglobaloptimization by means of the image space analysis. It is first shown that a saddle point condition for the augmented Lagrangian function is equivalent to the existence of a regular nonlinear separation in the image space. Local and global sufficient optimality conditions for the exact augmented Lagrangian function are then investigated by means of second-order analysis in the image space. Local optimality result for this function is established under second-order sufficiency conditions in the image space. Global optimality result is further obtained under additional assumptions. Finally, it is proved that the exact augmented Lagrangian method converges to aglobalsolution–Lagrange multiplier pair of the original problem under mild conditions.
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DOI：
10.1007/978-1-4615-0015-5
发表时间：
2000
期刊：
--
影响因子：
--
作者：
R. Horst;P. Pardalos;N. Thoai
通讯作者：
R. Horst;P. Pardalos;N. Thoai
DOI：
10.1016/s0898-1221(00)90165-2
发表时间：
2010-12
期刊：
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影响因子：
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作者：
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通讯作者：
C. Floudas
DOI：
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发表时间：
2005-11
期刊：
Math. Oper. Res.
影响因子：
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作者：
G. Pillo;S. Lucidi;L. Palagi
通讯作者：
G. Pillo;S. Lucidi;L. Palagi
影响因子：
1.1
作者：
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通讯作者：
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DOI：
10.1137/0312021
发表时间：
1974-01-01
期刊：
SIAM JOURNAL ON CONTROL
影响因子：
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作者：
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通讯作者：
ROCKAFELLAR, RT