Some results about duality and exact penalization
From MaRDI portal
Publication:1770639
DOI10.1023/B:JOGO.0000047916.73871.88zbMath1075.90077MaRDI QIDQ1770639
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.0000047916.73871.88
90C46: Optimality conditions and duality in mathematical programming
Related Items
Augmented Lagrangian functions for constrained optimization problems, Existence of augmented Lagrange multipliers for cone constrained optimization problems, Convergence analysis of a monotonic penalty method for American option pricing, Duality and penalization in optimization via an augmented Lagrangian function with applications, Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle, A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness, Saddle point and exact penalty representation for generalized proximal Lagrangians, On the existence of saddle points for nonlinear second-order cone programming problems, Existence of augmented Lagrange multipliers for semi-infinite programming problems, Global saddle points of nonlinear augmented Lagrangian functions, Canonical Duality Theory: Connections between Nonconvex Mechanics and Global Optimization