A geometric framework for nonconvex optimization duality using augmented Lagrangian functions

DOI10.1007/S10898-006-9122-0MaRDI QIDQ2481369zbMATH OpenOpenAlexFDO

Authors Angelia Nedić, Asuman Ozdaglar

Publication date 9 April 2008

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

Full work available at URL https://doi.org/10.1007/s10898-006-9122-0

zbMATH Keywords

penalty methodsstrong dualityweak duality

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Duality theory (optimization) (49N15)

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Cites work

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
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• scientific article; zbMATH DE number 2121575 (Why is no real title available?)
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
• Abstract convexity and global optimization
• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Convex Analysis
• Convex analysis and nonlinear optimization. Theory and examples
• Lagrange-type functions in constrained non-convex optimization.
• On the convergence of the exponential multiplier method for convex programming
• Pricing a nontradeable asset and its derivatives.
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
• Variational Analysis

Cited in

(8)

• Divide to conquer: decomposition methods for energy optimization
• Vanishing price of decentralization in large coordinative nonconvex optimization
• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
• On primal convergence for augmented Lagrangian duality
• A new augmented Lagrangian approach to duality and exact penalization
• Extended duality for nonlinear programming
• Exact augmented Lagrangian duality for mixed integer linear programming
• Duality and exact penalization for general augmented Lagrangians

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