On primal convergence for augmented Lagrangian duality

DOI10.1080/02331934.2010.527971zbMath1231.90316OpenAlexW1984850688WikidataQ58048451 ScholiaQ58048451MaRDI QIDQ3112497

Regina Sandra Burachik

Publication date: 10 January 2012

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://ap01.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12142958710001831

zbMATH Keywords

nonsmooth optimizationexact penalty parameterexact penalty representationduality schemesharp Lagrangian

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37)

Related Items (6)

Existence of augmented Lagrange multipliers for semi-infinite programming problems ⋮ An augmented penalty function method with penalty parameter updates for nonconvex optimization ⋮ A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods ⋮ Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality ⋮ The exact penalty map for nonsmooth and nonconvex optimization ⋮ Revisiting augmented Lagrangian duals

Cites Work

• On the absence of duality gap for Lagrange-type functions
• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
• An inexact modified subgradient algorithm for nonconvex optimization
• An update rule and a convergence result for a penalty function method
• On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
• Approximate subgradient methods for nonlinearly constrained network flow problems
• Abstract Convexity and Augmented Lagrangians
• Variational Analysis
• The Theory of Max-Min, with Applications
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization

This page was built for publication: On primal convergence for augmented Lagrangian duality