Generalized Lagrange multiplier technique for nonlinear programming Authors
Cite this article as: Evtushenko, Y. J Optim Theory Appl (1977) 21: 121. doi:10.1007/BF00932516
Our aim here is to present numerical methods for solving a general nonlinear programming problem. These methods are based on transformation of a given constrained minimization problem into an unconstrained maximin problem. This transformation is done by using a generalized Lagrange multiplier technique. Such an approach permits us to use Newton's and gradient methods for nonlinear programming. Convergence proofs are provided, and some numerical results are given.
Lagrange multiplier technique
Communicated by G. Leitmann
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© Plenum Publishing Corporation 1977