Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
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Publication:721143
DOI10.1007/s10898-017-0603-0zbMath1461.65142arXiv1707.05747OpenAlexW3106258624MaRDI QIDQ721143
Publication date: 18 July 2018
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.05747
semidefinite programmingsaddle pointsemi-infinite programmingaugmented Lagrangiansecond order conelocalization principlecone constrained optimization
Related Items (3)
A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints ⋮ A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness ⋮ A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness
Uses Software
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