Convergence of Lagrange Multipliers and Dual Variables for Convex Optimization Problems

DOI10.1287/moor.13.1.74zbMath0645.49005OpenAlexW2014708661MaRDI QIDQ3788600

Kerry Back

Publication date: 1988

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.13.1.74

zbMATH Keywords

Lagrange multipliersconvex optimizationMosco convergencedualityepi-convergenceFenchel transform

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37) Methods involving semicontinuity and convergence; relaxation (49J45) Duality theory (optimization) (49N15) Convergence in general topology (sequences, filters, limits, convergence spaces, nets, etc.) (54A20)

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