On augmented Lagrangians for optimization problems with a single constraint

From MaRDI portal
Revision as of 08:36, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1771069


DOI10.1023/B:JOGO.0000015309.88480.2bzbMath1058.90061MaRDI 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


90C30: Nonlinear programming

90C46: Optimality conditions and duality in mathematical programming

49N15: Duality theory (optimization)


Related Items

A sharp augmented Lagrangian-based method in constrained non-convex optimization, Optimality conditions via weak subdifferentials in reflexive Banach spaces, Unnamed Item, Weak-subdifferentials for vector functions and applications to multiobjective semi-infinite optimization problems, Weak subgradient method for solving nonsmooth nonconvex optimization problems, Some notes on weak subdifferential, A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality, Unnamed Item, Radial epiderivatives and set-valued optimization, The modified subgradient algorithm based on feasible values, Conic Scalarization Method in Multiobjective Optimization and Relations with Other Scalarization Methods, Unified duality theory for constrained extremum problems. II: Special duality schemes, Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian, Optimality conditions in nonconvex optimization via weak subdifferentials, Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming, Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle, Combined forecasts in portfolio optimization: a generalized approach, Saddle point and exact penalty representation for generalized proximal Lagrangians, 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, On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization, A primal dual modified subgradient algorithm with sharp Lagrangian, Separation theorems for nonconvex sets and application in optimization, Existence and characterization theorems in nonconvex vector optimization, A conic scalarization method in multi-objective optimization, A nonlinear programming technique to compute a~tight~lower bound for the real structured singular value, On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian, A nonlinear programming approach for the sliding mode control design