On augmented Lagrangians for optimization problems with a single constraint

DOI10.1023/B:JOGO.0000015309.88480.2bzbMath1058.90061OpenAlexW2076744267MaRDI QIDQ1771069

Alexander Rubinov, Rafail N. Gasimov

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.0000015309.88480.2b

zbMATH Keywords

Augmented LagrangiansLagrange-type functionsSupergradient method

Mathematics Subject Classification ID

Related Items (29)

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

This page was built for publication: On augmented Lagrangians for optimization problems with a single constraint