Abstract
In this paper a new class of augmented Lagrangians is introduced, for solving equality constrained problems via unconstrained minimization techniques. It is proved that a solution of the constrained problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of the augmented Lagrangian. In particular, in the linear quadratic case, the solution is obtained by minimizing a quadratic function. Numerical examples are reported.
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