The 2-Factor-Method with a Modified Lagrange Function for Degenerate Constrained Optimization Problems

摘要

A special modification of the Lagrange function is used to reduce a nonlinear optimization problem to a system of nonlinear equations that is singular in the general case. By applying the /p-factor transformation, this system is reduced to a new nondegenerate system with the same solution, which can be solved by Newton-type methods. Thus, the method suggested combines a version of the modified Lagrange function (MLF) method proposed by Evtushenko in [3] and Tret'yakov's 2-factor-method (its description can be found, for example, in [1]).