Preprint ANL/MCS-P795-0200 NONLINEAR PROGRAMS WITH UNBOUNDED LAGRANGE MULTIPLIER SETS
نویسنده
چکیده
We investigate nonlinear programs that have a nonempty but possibly unbounded Lagrange multiplier set and that satisfy the quadratic growth condition. We show that such programs can be transformed, by relaxing the constraints and adding a linear penalty term to the objective function, into equivalent nonlinear programs that have differentiable data and a bounded Lagrange multiplier set and that satisfy the quadratic growth condition. As a result we can define, for this type of problem, algorithms that are linearly convergent, using only first-order information, and superlinearly convergent.
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