Existence of augmented Lagrange multipliers for semi-infinite programming problems
From MaRDI portal
Publication:2363568
Recommendations
- Augmented lagrangians in semi-infinite programming
- Saddle points of augmented Lagrangian for semi-infinite programming
- Existence of augmented Lagrange multipliers for cone constrained optimization problems
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming
Cites work
- A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
- A new exchange method for convex semi-infinite programming
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
- Abstract Convexity and Augmented Lagrangians
- An Exact Penalization Viewpoint of Constrained Optimization
- An implementation of a discretization method for semi-infinite programming
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- Augmented lagrangians in semi-infinite programming
- Discretization in semi-infinite programming: the rate of convergence
- Exact penalty functions in nonlinear programming
- Existence of augmented Lagrange multipliers for cone constrained optimization problems
- scientific article; zbMATH DE number 1186924 (Why is no real title available?)
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 1894724 (Why is no real title available?)
- scientific article; zbMATH DE number 3309655 (Why is no real title available?)
- Lagrange-type functions in constrained non-convex optimization.
- Multiplier and gradient methods
- Nonlinear Programming
- On primal convergence for augmented Lagrangian duality
- On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization
- On the design of stabilizing compensators via semi-infinite optimization
- On the use of consistent approximations in the solution of semi-infinite optimization and optimal control problems
- Optimization and nonsmooth analysis
- Power penalty method for a linear complementarity problem arising from American option valuation
- Second-order global optimality conditions for convex composite optimization
- Semi-infinite programming and applications. An International Symposium, Austin, Texas, September 8-10, 1981
- Semi-Infinite Programming: Theory, Methods, and Applications
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- Some results about duality and exact penalization
- The exact penalty map for nonsmooth and nonconvex optimization
- Variational Analysis
Cited in
(7)- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- Quasi \(\epsilon\)-solutions in a semi-infinite programming problem with locally Lipschitz data
- Saddle points of augmented Lagrangian for semi-infinite programming
- Exact augmented Lagrangian duality for mixed integer quadratic programming
- Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
- Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
- Augmented lagrangians in semi-infinite programming
This page was built for publication: Existence of augmented Lagrange multipliers for semi-infinite programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2363568)
