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论文类型：期刊论文

发表时间：2015-01-01

发表刊物：JOURNAL OF COMPUTATIONAL MATHEMATICS

收录刊物：SCIE、Scopus

卷号：33

期号：4

页面范围：396-414

ISSN号：0254-9409

关键字：nonlinear Lagrangian; nonlinear Programming; modified Fischer-Burmeister NCP function; dual algorithm; condition number

摘要：This paper proposes nonlinear Lagrangians based on modified Fischer-Burmeister NCP functions for solving nonlinear programming problems with inequality constraints. The convergence theorem shows that the sequence of points generated by this nonlinear Lagrange algorithm is locally convergent when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions, and the error bound of solution, depending on the penalty parameter, is also established. It is shown that the condition number of the nonlinear Lagrangian Hessian at the optimal solution is proportional to the controlling penalty parameter. Moreover, the paper develops the dual algorithm associated with the proposed nonlinear Lagrangians. Numerical results reported suggest that the dual algorithm based on proposed nonlinear Lagrangians is effective for solving some nonlinear optimization problems.