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Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function

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Abstract

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.

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Acknowledgments

The authors are grateful to the anonymous referees for their contribution to the final preparation of the paper.

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Authors and Affiliations

  1. Department of Mathematics, FCE, University of La Plata, CP 172, 1900, La Plata, Bs. As., Argentina

    Nélida Echebest

  2. CONICET, Department of Mathematics, FCE, University of La Plata, CP 172, 1900, La Plata, Bs. As., Argentina

    María Daniela Sánchez & María Laura Schuverdt

Authors
  1. Nélida Echebest
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  2. María Daniela Sánchez
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  3. María Laura Schuverdt
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Correspondence to María Laura Schuverdt.

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Communicated by Vaithilingam Jeyakumar.

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Echebest, N., Sánchez, M.D. & Schuverdt, M.L. Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function. J Optim Theory Appl 168, 92–108 (2016). https://doi.org/10.1007/s10957-015-0735-7

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  • DOI: https://doi.org/10.1007/s10957-015-0735-7

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