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
收藏
页码：233 / 245
页数：13
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