Research on The Optimal Solution of Lagrangian Multiplier Function Method in Nonlinear Programming

For the general nonlinear constrained optimization model, this article will propose a new nonlinear Lagrange function, discuss the properties of the function at the KKT point, and prove that under appropriate conditions, the iterative point generated by the dual algorithm based on the function The column is locally convergent, and then an error estimate of the solution related to the penalty parameter is given. This provides a new way to solve nonlinear constrained optimization problems.