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Some Properties of the Augmented Lagrangian in Cone Constrained Optimization - MaRDI portal

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization (Q5704185)

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scientific article; zbMATH DE number 2228350
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Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
scientific article; zbMATH DE number 2228350

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    Some Properties of the Augmented Lagrangian in Cone Constrained Optimization (English)
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    11 November 2005
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    cone constraints
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    augmented Lagrangian
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    conjugate duality
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    duality gap
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    Lagrange multipliers
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    sensitivity analysis
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