Normal Solution of the LP problem by Modified Lagrangian Function and Armijo rule

: In this paper we have proposed to use augmented Lagrangian methods for solving primal LP problem. The auxiliary unconstrained minimization problems are solved by fast generalized Newton method and we investigated its finite global convergence with the Armijo step-size regulation

کلیدواژه ها:

Linear programming ، Lagrangian methods ، piecewise quadratic programs ، normal solution ، generalized Newton method ، Armijo rule ، penalty parameter