Further study on augmented Lagrangian duality theory
From MaRDI portal
Publication:1781963
DOI10.1007/s10898-004-5695-7zbMath1090.90201OpenAlexW2092559257MaRDI QIDQ1781963
Publication date: 9 June 2005
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-004-5695-7
optimality conditionconstraint qualificationzero duality gapaugmented Lagrangianperturbation function
Related Items (15)
Duality for composite optimization problem within the framework of abstract convexity ⋮ Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming ⋮ Unified theory of augmented Lagrangian methods for constrained global optimization ⋮ Saddle point and exact penalty representation for generalized proximal Lagrangians ⋮ Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle ⋮ An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians ⋮ Existence of local saddle points for a new augmented Lagrangian function ⋮ On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization ⋮ Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems ⋮ Generalized augmented Lagrangian problem and approximate optimal solutions in nonlinear programming ⋮ A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness ⋮ A primal dual modified subgradient algorithm with sharp Lagrangian ⋮ Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property ⋮ Properties of saddle points for generalized augmented Lagrangian ⋮ Zero duality and saddle points of a class of augmented Lagrangian functions in constrained non-convex optimization
Cites Work
- Unnamed Item
- Implementing proximal point methods for linear programming
- A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
- Augmented Lagrangian algorithms for linear programming
- On the continuity of the minimum set of a continuous function
- A Nonlinear Lagrangian Approach to Constrained Optimization Problems
- An Augmented Lagrangian Function with Improved Exactness Properties
- Lagrange Multipliers and Optimality
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
- On second-order directional derivatives
- Extended Lagrange And Penalty Functions in Continuous Optimization*
- The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
This page was built for publication: Further study on augmented Lagrangian duality theory