On augmented Lagrangians for optimization problems with a single constraint
From MaRDI portal
Publication:1771069
DOI10.1023/B:JOGO.0000015309.88480.2BzbMath1058.90061OpenAlexW2076744267MaRDI QIDQ1771069
Alexander Rubinov, Rafail N. Gasimov
Publication date: 7 April 2005
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:jogo.0000015309.88480.2b
Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Duality theory (optimization) (49N15)
Related Items (29)
Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming ⋮ A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality ⋮ Unnamed Item ⋮ A conic scalarization method in multi-objective optimization ⋮ Saddle point and exact penalty representation for generalized proximal Lagrangians ⋮ Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle ⋮ Unified duality theory for constrained extremum problems. II: Special duality schemes ⋮ Conic Scalarization Method in Multiobjective Optimization and Relations with Other Scalarization Methods ⋮ Optimality conditions in nonconvex optimization via weak subdifferentials ⋮ An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians ⋮ Feasible modified subgradient method for solving the thermal unit commitment problem as a new approach ⋮ Solving unit commitment problem using modified subgradient method combined with simulated annealing algorithm ⋮ Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian ⋮ A nonlinear programming technique to compute a~tight~lower bound for the real structured singular value ⋮ On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization ⋮ A sharp augmented Lagrangian-based method in constrained non-convex optimization ⋮ Optimality conditions via weak subdifferentials in reflexive Banach spaces ⋮ Unnamed Item ⋮ Combined forecasts in portfolio optimization: a generalized approach ⋮ A primal dual modified subgradient algorithm with sharp Lagrangian ⋮ On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian ⋮ Radial epiderivatives and set-valued optimization ⋮ The modified subgradient algorithm based on feasible values ⋮ A nonlinear programming approach for the sliding mode control design ⋮ Weak-subdifferentials for vector functions and applications to multiobjective semi-infinite optimization problems ⋮ Separation theorems for nonconvex sets and application in optimization ⋮ Weak subgradient method for solving nonsmooth nonconvex optimization problems ⋮ Some notes on weak subdifferential ⋮ Existence and characterization theorems in nonconvex vector optimization
This page was built for publication: On augmented Lagrangians for optimization problems with a single constraint