%0 Journal Article
%T A New Lagrangian Multiplier Method on Constrained Optimization
%A You-Lin Shang
%A Sheng-Li Guo
%A Xiang-Yi Jiang
%J Applied Mathematics
%P 1409-1414
%@ 2152-7393
%D 2012
%I Scientific Research Publishing
%R 10.4236/am.2012.330198
%X In this paper, a new augmented Lagrangian function with 4-piecewise linear NCP function is introduced for solving nonlinear programming problems with equality constrained and inequality constrained. It is proved that a solution of the original constrained problem and corresponding values of Lagrange multipliers can be found by solving an unconstrained minimization of the augmented Lagrange function. Meanwhile, a new Lagrangian multiplier method corresponding with new augmented Lagrangian function is proposed. And this method is implementable and convergent.
%K Nonlinear Programming
%K NCP Function
%K Lagrange Function
%K Multiplier
%K Convergence
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=24125