Abstract Convexity and Augmented Lagrangians

DOI10.1137/050647621MaRDI QIDQ3503202zbMATH OpenOpenAlexWikidataFDO

Authors R. S. Burachik, A. M. Rubinov

Publication date 22 May 2008

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/602cae8334e473f65d7d609f63127b5c65ae69f5

zbMATH Keywords

abstract convexityaugmented Lagrangiansexact penalty representationLagrange-type functionsnonconvex programmingstochastic semi-infinite programming

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Axiomatic and generalized convexity (52A01) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Nonconvex programming, global optimization (90C26)

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Cited in

(34)

• 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
• Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems
• Generalized Lagrangian duality in set-valued vector optimization via abstract subdifferential
• Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
• On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization
• A primal dual modified subgradient algorithm with sharp Lagrangian
• Existence of augmented Lagrange multipliers for semi-infinite programming problems
• Lagrangian duality and cone convexlike functions
• Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression
• Optimality conditions for semi-infinite and generalized semi-infinite programs via lower order exact penalty functions
• On primal convergence for augmented Lagrangian duality
• Abstract convex optimal antiderivatives
• The 𝒰-Lagrangian of a convex function
• A Derivation of Lovász' Theta via Augmented Lagrange Duality
• A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality
• Exact augmented Lagrangian duality for mixed integer linear programming
• Zero duality gap conditions via abstract convexity
• The exact penalty map for nonsmooth and nonconvex optimization
• Multipliers and general Lagrangians
• Abstract convexity for nonconvex optimization duality
• Duality for composite optimization problem within the framework of abstract convexity
• Regularly abstract convex functions with respect to the set of Lipschitz continuous concave functions
• Duality and exact penalization for general augmented Lagrangians
• The subdifferentiability of functions convex with respect to the set of Lipschitz concave functions
• A study of progressive hedging for stochastic integer programming
• Augmented Lagrangian functions for constrained optimization problems
• Variational properties of the abstract subdifferential operator
• Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
• On asymptotic Lagrangian duality for nonsmooth optimization
• Characterisation of zero duality gap for optimization problems in spaces without linear structure
• Proximal algorithms for a class of abstract convex functions
• Existence of augmented Lagrange multipliers for cone constrained optimization problems
• Semi-continuous quadratic optimization: existence conditions and duality scheme

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