A new augmented Lagrangian approach to duality and exact penalization

DOI10.1007/s10898-009-9420-4zbMath1188.90201OpenAlexW2060161705MaRDI QIDQ2269591

C. S. Lalitha

Publication date: 17 March 2010

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

Full work available at URL: https://doi.org/10.1007/s10898-009-9420-4

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)

Related Items (3)

Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems ⋮ Optimization reformulations of the generalized Nash equilibrium problem using regularized indicator Nikaidô-Isoda function ⋮ The exact penalty map for nonsmooth and nonconvex optimization

Cites Work

• Lagrange-type functions in constrained non-convex optimization.
• A geometric framework for nonconvex optimization duality using augmented Lagrangian functions
• A Nonlinear Lagrangian Approach to Constrained Optimization Problems
• Lagrange Multipliers and Optimality
• Penalty and Barrier Methods: A Unified Framework
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
• Abstract convexity and global optimization

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