The quasi-Newton method was applied to solving the augmented Lagrangianfunction of nonlinear programming problems. Further, the quasi-Newton formula was given.
应用拟牛顿算法求解非线性规划问题的增广拉格朗日函数,并给出了相应的拟牛顿公式。
2
We establish a Lagrange multiplier theorem for strict efficiency in convex settings and express strict points as saddle points of an appropriate Lagrangianfunction.
At first we can get the Lagrangianfunction from the elliptic equation, then replace differential coefficient by difference and get the discrete Lagrangianfunction.