Extended Lagrange and penalty functions in optimization

DOI10.1023/A:1011938519299MaRDI QIDQ5956436zbMATH OpenOpenAlexFDO

Authors A. M. Rubinov, Xiao Qi Yang, B. M. Glover

Publication date 18 March 2003

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

Full work available at URL https://doi.org/10.1023/a:1011938519299

zbMATH Keywords

exact penalizationextended Lagrange and penalty functionsincreasing positively homogeneous convolution functionsregular weak separation functionszero duality gap

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Nonlinear programming (90C30)

Review text

For general optimization problems with a single inequality constraint some extended Lagrange and penalty functions are constructed by means of certain increasing positively homogeneous (IPH) convolution functions. By continuing some previous investigations on this topic [see e.g. the authors, SIAM J. Optim. 10, 289-313 (1999; Zbl 0955.90127)], in the present paper the authors give necessary and sufficient conditions for the validity of the zero duality gap property for both Lagrange and penalty functions and for the exact penalization. They also study the relationship between IPH functions defined on the plane and regular weak separation functions in the sense of \textit{F. Giannessi} [see e.g., J. Optim. Theory Appl. 42, 331-365 (1984; Zbl 0504.49012)].

Recommendations

• Extended Lagrange And Penalty Functions in Continuous Optimization^*
• The nonlinear and augmented Lagrangians for nonconvex optimization problems with a single constraint
• Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
• Some nonlinear Lagrange and penalty functions for problems with a single constraint
• Lagrange-type functions in constrained non-convex optimization.

Cites work

• A sufficient and necessary condition for nonconvex constrained optimization
• An approach to constructing generalized penalty functions.
• An Exact Penalization Viewpoint of Constrained Optimization
• Decreasing Functions with Applications to Penalization
• Exact auxiliary functions in optimization problems
• Extended Lagrange And Penalty Functions in Continuous Optimization^*
• Nonlinear Lagrangian theory for nonconvex optimization.
• On global optimality conditions via separation functions
• Theorems of the alternative and optimality conditions
• Zero duality gap for a class of nonconvex optimization problems

Cited in

(12)

• Canonical duality for box constrained nonconvex and nonsmooth optimization problems
• An exact penalty function based on the projection matrix
• Strong duality in optimization: shifted power reformulation
• Some nonlinear Lagrange and penalty functions for problems with a single constraint
• The nonlinear and augmented Lagrangians for nonconvex optimization problems with a single constraint
• Canonical duality theory: connections between nonconvex mechanics and global optimization
• Nonsmooth optimization
• Penalty functions in subanalytic optimization
• Perfect duality theory and complete solutions to a class of global optimization problems*
• Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
• Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems
• Extended Lagrange And Penalty Functions in Continuous Optimization^*

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