Full Length Research Paper
Abstract
A deterministic global optimization algorithm based on augmented Lagrangian is proposed for solving the nonlinear programming with cone constraints, which is often encountered in technical design and operational research. At each outer iteration
, the method requires the 
-global minimization of the augmented Lagrangian of problems with cone constraints, where
. The convergence to an
-global minimizer of the original problem is proved.
Key words: Global optimization, augmented Lagrangians, cone optimization, algorithms.
Copyright © 2024 Author(s) retain the copyright of this article.
This article is published under the terms of the Creative Commons Attribution License 4.0
