A new augmented Lagrangian approach to duality and exact penalization

被引：3

作者：

Lalitha, C. S. ^{[1
]}

机构：

[1] Univ Delhi, Rajdhani Coll, Dept Math, New Delhi 110075, India

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2010年 / 46卷 / 02期

关键词：

Augmented Lagrangian; Augmenting function; Nonconvex problem; Duality; FRAMEWORK;

D O I：

10.1007/s10898-009-9420-4

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we introduce a new notion of augmenting function known as indicator augmenting function to establish a minmax type duality relation, existence of a path of solution converging to optimal value and a zero duality gap relation for a nonconvex primal problem and the corresponding Lagrangian dual problem. We also obtain necessary and sufficient conditions for an exact penalty representation in the framework of indicator augmented Lagrangian.

引用

页码：233 / 245

页数：13

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