A General proof of the good definition of the Augmented Lagrangian method
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https://doi.org/10.21754/tecnia.v13i1.487Abstract
This paper presents a proof of the unicity of the sequence of multipliers generated by the Aumented Lagrangean Method with Penalties P, e P. This unicity has been tested along the last 25 years by the use of the equivalence relationship existing between the Aunented Lagrangean and Proximal Point Methods Various researchers such as
Rockafellar [10], Iusem 6l and Gonzaga & Castillo [2] tested this equivalence and the consequent unicity of the multipliers sequence generated by the Aumented Lagrangean Method in particular cases. The proof we are presenting includes all these cases; it is outstanding for being direct and not to use the above equivalence relation.
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