A Note on Embeddings for the Augmented Lagrange Method

Gemayqzel Bouza-Allende, Jurgen Guddat

Nonlinear programs (P) can be solved by embedding problem P into one parametric problem P(t), where P(1) and P are equivalent and P(0), has an evident solution. Some embeddings fulfill that the solutions of the corresponding problem P(t) can be interpreted as the points computed by the Augmented Lagrange Method on P. In this paper we study the Augmented Lagrangian embedding proposed in [6]. Roughly speaking, we investigated the properties of the solutions of P(t) for generic nonlinear programs P with equality constraints and the characterization of P(t) for almost every quadratic perturbation on the objective function of P and linear on the functions defining the equality constraints.