On augmented Lagrangians for optimization problems with a single constraint

Cited In (30)

Optimality conditions via weak subdifferentials in reflexive Banach spaces
A conic scalarization method in multi-objective optimization
On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
A sharp augmented Lagrangian-based method in constrained non-convex optimization
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Stochastic subgradient algorithm for nonsmooth nonconvex optimization
A nonlinear programming technique to compute a~tight~lower bound for the real structured singular value
Unified duality theory for constrained extremum problems. II: Special duality schemes
Existence and characterization theorems in nonconvex vector optimization
Radial epiderivatives and set-valued optimization
Some notes on weak subdifferential
A primal dual modified subgradient algorithm with sharp Lagrangian
Saddle point and exact penalty representation for generalized proximal Lagrangians
Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming
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Weak-subdifferentials for vector functions and applications to multiobjective semi-infinite optimization problems
On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization
Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
Separation theorems for nonconvex sets and application in optimization
The modified subgradient algorithm based on feasible values
An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
Optimality conditions in nonconvex optimization via weak subdifferentials
Feasible modified subgradient method for solving the thermal unit commitment problem as a new approach
Solving unit commitment problem using modified subgradient method combined with simulated annealing algorithm
A nonlinear programming approach for the sliding mode control design
Conic Scalarization Method in Multiobjective Optimization and Relations with Other Scalarization Methods
Combined forecasts in portfolio optimization: a generalized approach
Weak subgradient method for solving nonsmooth nonconvex optimization problems
A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality
Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian

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