Further study on augmented Lagrangian duality theory

DOI10.1007/S10898-004-5695-7zbMATH Open1090.90201OpenAlexW2092559257MaRDI QIDQ1781963FDOQ1781963

Xiao Qi Yang, Xuexiang Huang

Publication date: 9 June 2005

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

Full work available at URL: https://doi.org/10.1007/s10898-004-5695-7

Recommendations

• Duality and penalization in optimization via an augmented Lagrangian function with applications
• On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization
• Nonlinear Augmented Lagrangian and Duality Theory
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function

zbMATH Keywords

augmented Lagrangianoptimality conditionconstraint qualificationzero duality gapperturbation function

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46)

Cites Work

• Lagrange Multipliers and Optimality
• Title not available (Why is that?)
• Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
• A nonlinear Lagrangian approach to constrained optimization problems
• Extended Lagrange And Penalty Functions in Continuous Optimization^*
• On the continuity of the minimum set of a continuous function
• An augmented Lagrangian function with improved exactness properties
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
• On second-order directional derivatives
• Augmented Lagrangian algorithms for linear programming
• A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
• Implementing proximal point methods for linear programming

Cited In (18)

• Duality for composite optimization problem within the framework of abstract convexity
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
• Unified theory of augmented Lagrangian methods for constrained global optimization
• Zero duality and saddle points of a class of augmented Lagrangian functions in constrained non-convex optimization
• A primal dual modified subgradient algorithm with sharp Lagrangian
• Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
• 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
• Properties of saddle points for generalized augmented Lagrangian
• On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization
• Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
• Duality and penalization in optimization via an augmented Lagrangian function with applications
• Existence of local saddle points for a new augmented Lagrangian function
• An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
• A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
• Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
• Nonlinear Augmented Lagrangian and Duality Theory
• Generalized augmented Lagrangian problem and approximate optimal solutions in nonlinear programming

This page was built for publication: Further study on augmented Lagrangian duality theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1781963)