New Lagrangian Multiplier Method with NCP Function

Abstract

A new augmented Lagrangian Multiplier method with nonlinear complementarity problem (NCP) function and a Lagrangian multiplier method are proposed for the minimization of equation and inequality constraints. This method is based on the solutions of the unconstrained optimization which is a reformulation of the primal constrained problem. The global convergence can also be obtained under mild conditions.