A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness

DOI10.1007/s10957-018-1239-zzbMath1461.65144arXiv1710.01961OpenAlexW2757609319MaRDI QIDQ1752650

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/1710.01961

zbMATH Keywords

semidefinite programmingpenalty functionexactnessaugmented Lagrangian functionlocalization principle

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Nonlinear programming (90C30)

Related Items (2)

Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates ⋮ A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality

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