Second-Order Multiplier Iteration Based on a Class of Nonlinear Lagrangians

Yong-Hong Ren

Abstract and Applied Analysis, 2014, vol. 2014, 1-7

Abstract:

Nonlinear Lagrangian algorithm plays an important role in solving constrained optimization problems. It is known that, under appropriate conditions, the sequence generated by the first-order multiplier iteration converges superlinearly. This paper aims at analyzing the second-order multiplier iteration based on a class of nonlinear Lagrangians for solving nonlinear programming problems with inequality constraints. It is suggested that the sequence generated by the second-order multiplier iteration converges superlinearly with order at least two if in addition the Hessians of functions involved in problem are Lipschitz continuous.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:210284

DOI: 10.1155/2014/210284

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