Abstract
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.
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Communicated by G. Leitmann
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Evtushenko, Y. Generalized Lagrange multiplier technique for nonlinear programming. J Optim Theory Appl 21, 121–135 (1977). https://doi.org/10.1007/BF00932516
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DOI: https://doi.org/10.1007/BF00932516