%0 Report
%D 2000
%T Nonlinear Programs with Unbounded Lagrange Multiplier Sets
%A Mihai Anitescu
%X We investigate nonlinear programs that have a nonempty but possibly unbounded Lagrange multiplier set and that satisfy the quadratic growth condition. We show that such programs can be transformed, by relaxing the constraints and adding a linear penalty term to the objective function, into equivalent nonlinear programs that have differentiable data and a bounded Lagrange multiplier set and that satisfy the quadratic growth condition. As a result we can define, for this type of problem, algorithms that are linearly convergent, using only first-order information, and superlinearly convergent.
%8 10/2000
%G eng
%1 http://www.mcs.anl.gov/papers/P793.ps.Z