On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization

被引:0
作者
Gulcin Dinc Yalcin
Refail Kasimbeyli
机构
[1] Eskisehir Technical University,Department of Industrial Engineering, Faculty of Engineering
来源
Mathematical Methods of Operations Research | 2020年 / 92卷
关键词
Weak conjugacy; Augmented Lagrangians; Weak subdifferential; Nonconvex analysis; Duality; 90C26; 90C30; 90C46;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, zero duality gap conditions in nonconvex optimization are investigated. It is considered that dual problems can be constructed with respect to the weak conjugate functions, and/or directly by using an augmented Lagrangian formulation. Both of these approaches and the related strong duality theorems are studied and compared in this paper. By using the weak conjugate functions approach, special cases related to the optimization problems with equality and inequality constraints are studied and the zero duality gap conditions in terms of objective and constraint functions, are established. Illustrative examples are provided.
引用
收藏
页码:199 / 228
页数:29
相关论文
共 83 条
[1]  
Azimov AY(1999)On weak conjugacy, weak subdifferentials and duality with zero gap in nonconvex optimization Int J Appl Math 1 171-192
[2]  
Gasimov RN(2002)Stability and duality of nonconvex problems via augmented Lagrangian Cybern Syst Anal 3 120-130
[3]  
Azimov AY(2019)A sharp augmented Lagrangian-based method in constrained nonconvex optimization Optim Methods Softw 34 462-488
[4]  
Gasimov RN(1977)An extension of duality–stability relations to nonconvex optimization problems SIAM J Control Optim 15 329-343
[5]  
Bagirov AM(2007)Abstract convexity and augmented Lagrangians SIAM J Optim 18 413-436
[6]  
Ozturk G(2010)A primal dual modified subgradient algorithm with sharp Lagrangian J Glob Optim 46 347-361
[7]  
Kasimbeyli R(2010)An inexact modified algorithm for nonconvex optimization Comput Optim Appl 45 1-24
[8]  
Balder EJ(1978)On SIAM J Control Optim 16 277-300
[9]  
Burachik RS(2015)-convexity in extremal problems Optimization 65 1167-1202
[10]  
Rubinov A(2017)A unifying theory of exactness of linear penalty functions Math Program Ser A 166 297-326