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Interiorpoint QuasiNewton Method of Modified Augmented Lagrangian Function

FENG Zixuan, WANG Cailing, JI Shuguan   

  1. College of Mathematics, Jilin University, Changchun 130012, China
  • Received:2008-12-02 Revised:1900-01-01 Online:2009-03-26 Published:2009-03-26
  • Contact: FENG Zixuan

Abstract: The quasiNewton method was applied to solving the augmented Lagrangian function of nonlinear programming problems. Further, the quasiNewton formula was given.

Key words: nonlinear programming, interiorpoint method, quasi Newton method

CLC Number: 

  • O221.2