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

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  • Yong-Hong Ren

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.

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  • Yong-Hong Ren, 2014. "Second-Order Multiplier Iteration Based on a Class of Nonlinear Lagrangians," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-7, April.
    • Handle: RePEc:hin:jnlaaa:210284
    DOI: 10.1155/2014/210284
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