Second-Order Multiplier Iteration Based on a Class of Nonlinear Lagrangians

被引：0
|
作者：
Ren, Yong-Hong [1 ,2 ]
机构：
[1] Dalian Univ Technol, Sch Control Sci & Engn, Dalian 116024, Peoples R China
[2] Liaoning Normal Univ, Sch Math, Dalian 116029, Peoples R China
来源：
ABSTRACT AND APPLIED ANALYSIS | 2014年
基金：
中国国家自然科学基金;
关键词：
CONVEX-OPTIMIZATION; RESCALING METHOD;
D O I：
10.1155/2014/210284
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Nonlinear Lagrangian algorithm plays an important role in solving constrained optimization problems. It is known that, under appropriate conditions, the sequence generated by the first-order multiplier iteration converges superlinearly. This paper aims at analyzing the second-order multiplier iteration based on a class of nonlinear Lagrangians for solving nonlinear programming problems with inequality constraints. It is suggested that the sequence generated by the second-order multiplier iteration converges superlinearly with order at least two if in addition the Hessians of functions involved in problem are Lipschitz continuous.
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页数：7
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