Duality and penalization in optimization via an augmented Lagrangian function with applications
From MaRDI portal
Publication:1024250
DOI10.1007/s10957-008-9455-6zbMath1182.90097MaRDI QIDQ1024250
Publication date: 16 June 2009
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-008-9455-6
reflexive Banach space; zero duality gap; exact penalty function; valley-at-0 augmented Lagrangian function
90C48: Programming in abstract spaces
Related Items
Duality and exact penalization for general augmented Lagrangians, Augmented Lagrangian functions for constrained optimization problems, An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians, Nonlinear separation in the image space with applications to penalty methods
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Lectures on optimization - theory and algorithms. Notes by M. K. V. Murthy
- Lagrange-type functions in constrained non-convex optimization.
- Some results about duality and exact penalization
- Multiplier and gradient methods
- Quadratic Convergence for Valuing American Options Using a Penalty Method
- Lagrange Multipliers and Optimality
- An Exact Penalization Viewpoint of Constrained Optimization
- A New Approach to Lagrange Multipliers
- Augmented Lagrangian-SQP-Methods in Hilbert Spaces and Application to Control in the Coefficients Problems
- Decreasing Functions with Applications to Penalization
- The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
