一种求解约束最优化问题的增广拉格朗日法

An Augmented Lagrange Method for Solving Constrained Optimization Problems

摘要: 增广拉格朗日法是求解约束优化问题的一种重要方法，近年来研究增广拉格朗日法的应用显得更加重要。本文主要介绍了增广拉格朗日法求解约束最优化问题的过程，解释增广拉格朗日法是罚函数法和拉格朗日乘子法的有机结合，引出了现在增广拉格朗日法的发展状况，概述了增广拉格朗日法基本理论，并通过一个例子验证其有效性。

Abstract: Augmented Lagrange method is an important method for solving constrained optimization problems. In recent years, it is more important to study the application of augmented Lagrange method. This paper mainly introduces the process of the augmented Lagrange method solving constrained optimization problems, explains that the augmented Lagrange method is the organic combination of penalty function method and Lagrange multiplier method, leads to the current development of the augmented Lagrange method, summarizes the basic theory of the augmented Lagrange method, and verifies its effectiveness through an example.