A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness

DOI10.1007/s10957-018-1238-0zbMath1461.65143arXiv1709.07073OpenAlexW3099586283MaRDI QIDQ1752649

Maksim V. Dolgopolik

Publication date: 24 May 2018

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

Full work available at URL: https://arxiv.org/abs/1709.07073

zbMATH Keywords

semidefinite programmingpenalty functionexactnessaugmented Lagrangian functionlocalization principle

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items

Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates ⋮ A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality ⋮ New global optimality conditions for nonsmooth DC optimization problems

Uses Software

• ALGENCAN

Cites Work

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