Duality and penalization in optimization via an augmented Lagrangian function with applications

DOI10.1007/S10957-008-9455-6zbMATH Open1182.90097OpenAlexW2017727320MaRDI QIDQ1024250FDOQ1024250

Authors: Yuying Zhou, Xiao Qi Yang 

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

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zbMATH Keywords

exact penalty functionreflexive Banach spacezero duality gapvalley-at-0 augmented Lagrangian function

Mathematics Subject Classification ID

Programming in abstract spaces (90C48)

Cites Work

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• Decreasing Functions with Applications to Penalization
• Lectures on optimization - theory and algorithms. Notes by M. K. V. Murthy
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
• Augmented Lagrangian-SQP-Methods in Hilbert Spaces and Application to Control in the Coefficients Problems
• Some results about duality and exact penalization
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Cited In (20)

• Duality in nonlinear multiobjective programming using augmented Lagrangian functions
• Further study on augmented Lagrangian duality theory
• Some results about duality and exact penalization
• Title not available (Why is that?)
• A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
• Generalized Lagrangian duality in set-valued vector optimization via abstract subdifferential
• A strongly convergent augmented Lagrangian method
• Augmented Lagrangian functions for constrained optimization problems
• Exact augmented Lagrangians for constrained optimization problems in Hilbert spaces I: Theory
• Existence of augmented Lagrange multipliers for cone constrained optimization problems
• Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
• A new augmented Lagrangian approach to duality and exact penalization
• Duality and exact penalization for general augmented Lagrangians
• An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
• Approximation and regularization properties of augmented penalty functions in convex programming
• Title not available (Why is that?)
• The nonlinear augmented Lagrangian method of set-valued optimization
• The exact penalty map for nonsmooth and nonconvex optimization
• Nonlinear separation in the image space with applications to penalty methods
• Augmented Lagrangian Objective Penalty Function

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