International Journal of
Physical Sciences

  • Abbreviation: Int. J. Phys. Sci.
  • Language: English
  • ISSN: 1992-1950
  • DOI: 10.5897/IJPS
  • Start Year: 2006
  • Published Articles: 2557

Full Length Research Paper

An augmented Lagrangian method of optimization problems with cone constraints

Wenling Zhao, Ranran Li* and Jinchuan Zhou        
School of Science, Shandong University of Technology, Zibo 255049, China.
Email: [email protected]

  •  Accepted: 03 October 2011
  •  Published: 23 October 2011


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.