Some results about duality and exact penalization

DOI10.1023/B:JOGO.0000047916.73871.88zbMath1075.90077OpenAlexW2052431132MaRDI QIDQ1770639

Xiao Qi Yang, Yu Ying Zhou

Publication date: 7 April 2005

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

Full work available at URL: https://doi.org/10.1023/b:jogo.0000047916.73871.88

zbMATH Keywords

optimal pathzero duality gapexact penalty functionvalley at 0 augmenting function

Mathematics Subject Classification ID

Related Items (11)

Existence of augmented Lagrange multipliers for semi-infinite programming problems ⋮ Global saddle points of nonlinear augmented Lagrangian functions ⋮ Saddle point and exact penalty representation for generalized proximal Lagrangians ⋮ Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle ⋮ Augmented Lagrangian functions for constrained optimization problems ⋮ Convergence analysis of a monotonic penalty method for American option pricing ⋮ Canonical Duality Theory: Connections between Nonconvex Mechanics and Global Optimization ⋮ A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness ⋮ Existence of augmented Lagrange multipliers for cone constrained optimization problems ⋮ Duality and penalization in optimization via an augmented Lagrangian function with applications ⋮ On the existence of saddle points for nonlinear second-order cone programming problems

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