Generalized Lagrange multiplier technique for nonlinear programming
- Cite this article as:
- Evtushenko, Y. J Optim Theory Appl (1977) 21: 121. doi:10.1007/BF00932516
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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.