Nonlinear Lagrange duality theorems and penalty function methods in continuous optimization

DOI10.1023/A:1026028626328zbMath1061.90107MaRDI QIDQ1430182

Yang, Xinmin, Xiao Qi Yang, Chang-Yu Wang

Publication date: 27 May 2004

Published in: Journal of Global Optimization (Search for Journal in Brave)

zbMATH Keywords

penalty function; zero duality gap; \(\epsilon\)-optimal solution; Dual program; Nonlinear Lagrangian function

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C46: Optimality conditions and duality in mathematical programming

Related Items

Zero duality and saddle points of a class of augmented Lagrangian functions in constrained non-convex optimization, Unified duality theory for constrained extremum problems. II: Special duality schemes, Duality and exact penalization for general augmented Lagrangians, Augmented Lagrangian functions for constrained optimization problems, Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming, Lower-order penalization approach to nonlinear semidefinite programming, Properties of saddle points for generalized augmented Lagrangian, Saddle point and exact penalty representation for generalized proximal Lagrangians, An inexact modified subgradient algorithm for nonconvex optimization, Convergence of a class of penalty methods for constrained scalar set-valued optimization