On augmented Lagrangians for Optimization Problems with a Single Constraint

Authors:
R. N. Gasimov;A. M. Rubinov
Affiliations:
Department of Industrial Engineering, Osmangazi University, Bademlik 26030, Eskiş/ehir, Turkey/ E-mail: gasimovr@ogu.edu.tr;SITMS, University of Ballarat Victoria 3353, Australia/ E-mail: a.rubinov@ballarat edu.au
Venue:
Journal of Global Optimization
Year:
2004

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Abstract

We examine augmented Lagrangians for optimization problems with a single (either inequality or equality) constraint. We establish some links between augmented Lagrangians and Lagrange-type functions and propose a new kind of Lagrange-type functions for a problem with a single inequality constraint. Finally, we discuss a supergradient algorithm for calculating optimal values of dual problems corresponding to some class of augmented Lagrangians.