Duality and Penalization in Optimization via an Augmented Lagrangian Function with Applications
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DOI: 10.1007/s10957-008-9455-6
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References listed on IDEAS
- A. M. Rubinov & X. X. Huang & X. Q. Yang, 2002. "The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 775-791, November.
- Frank H. Clarke, 1976. "A New Approach to Lagrange Multipliers," Mathematics of Operations Research, INFORMS, vol. 1(2), pages 165-174, May.
- X. X. Huang & X. Q. Yang, 2003. "A Unified Augmented Lagrangian Approach to Duality and Exact Penalization," Mathematics of Operations Research, INFORMS, vol. 28(3), pages 533-552, August.
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Cited by:
- Regina S. Burachik & Alfredo N. Iusem & Jefferson G. Melo, 2013. "An Inexact Modified Subgradient Algorithm for Primal-Dual Problems via Augmented Lagrangians," Journal of Optimization Theory and Applications, Springer, vol. 157(1), pages 108-131, April.
- R. S. Burachik & A. N. Iusem & J. G. Melo, 2010. "Duality and Exact Penalization for General Augmented Lagrangians," Journal of Optimization Theory and Applications, Springer, vol. 147(1), pages 125-140, October.
- Yu Zhou & Jin Zhou & Xiao Yang, 2014. "Existence of augmented Lagrange multipliers for cone constrained optimization problems," Journal of Global Optimization, Springer, vol. 58(2), pages 243-260, February.
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Keywords
Valley-at-0 augmented Lagrangian function; Zero duality gap; Exact penalty function; Reflexive Banach space;All these keywords.
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