Augmented Lagrangian duality for composite optimization problems

DOI10.1007/s10957-014-0640-5zbMath1329.49062OpenAlexW2059591301MaRDI QIDQ2349837

Wen Song, Chao Kan

Publication date: 18 June 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-014-0640-5

zbMATH Keywords

dualitysecond-order epi-derivativeaugmented Lagrange multiplierMoreau envelopecomposite optimization problems

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonsmooth analysis (49J52) Duality theory (optimization) (49N15) Optimality conditions for minimax problems (49K35)

Related Items (1)

Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle

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