Duality and penalization in optimization via an augmented Lagrangian function with applications

DOI10.1007/s10957-008-9455-6zbMath1182.90097OpenAlexW2017727320MaRDI QIDQ1024250

Xiao Qi Yang, Yu Ying Zhou

Publication date: 16 June 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9455-6

zbMATH Keywords

reflexive Banach spacezero duality gapexact penalty functionvalley-at-0 augmented Lagrangian function

Mathematics Subject Classification ID

Programming in abstract spaces (90C48)

Related Items (8)

Generalized Lagrangian duality in set-valued vector optimization via abstract subdifferential ⋮ Duality and exact penalization for general augmented Lagrangians ⋮ Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle ⋮ An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians ⋮ Augmented Lagrangian functions for constrained optimization problems ⋮ Existence of augmented Lagrange multipliers for cone constrained optimization problems ⋮ The exact penalty map for nonsmooth and nonconvex optimization ⋮ Nonlinear separation in the image space with applications to penalty methods

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• Decreasing Functions with Applications to Penalization
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization

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