Artículos de revistas
Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function
Echebest, Nélida Ester; Sanchez, María Daniela; Schuverdt, María Laura; Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function; Springer/Plenum Publishers; Journal Of Optimization Theory And Applications; 168; 1; 1-2016; 92-108
Echebest, Nélida Ester
Sanchez, María Daniela
Schuverdt, María Laura
In the present research, an Augmented Lagrangian method with the use of the exponential penalty function for solving inequality constraints problems is considered. Global convergence is proved using the constant positive generator constraint qualification when the subproblem is solved in an approximate form. Since this constraint qualification was defined recently, the present convergence result is new for the Augmented Lagrangian method based on the exponential penalty function. Boundedness of the penalty parameters is proved considering classical conditions. Three illustrative examples are presented.