A geometric framework for nonconvex optimization duality using augmented Lagrangian functions
From MaRDI portal
Publication:2481369
DOI10.1007/S10898-006-9122-0zbMATH Open1149.90179OpenAlexW2031363992MaRDI QIDQ2481369FDOQ2481369
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
Recommendations
- On primal convergence for augmented Lagrangian duality
- Nonlinear Augmented Lagrangian and Duality Theory
- On duality in nonconvex vector optimization in Banach spaces using augmented Lagrangians
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- The exact penalty map for nonsmooth and nonconvex optimization
Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Duality theory (optimization) (49N15)
Cites Work
- Variational Analysis
- Convex Analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the convergence of the exponential multiplier method for convex programming
- Title not available (Why is that?)
- Abstract convexity and global optimization
- Convex analysis and nonlinear optimization. Theory and examples
- Lagrange-type functions in constrained non-convex optimization.
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
- The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
- Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
- Pricing a nontradeable asset and its derivatives.
Cited In (7)
- Divide to conquer: decomposition methods for energy optimization
- Extended duality for nonlinear programming
- A new augmented Lagrangian approach to duality and exact penalization
- Duality and exact penalization for general augmented Lagrangians
- Vanishing Price of Decentralization in Large Coordinative Nonconvex Optimization
- Exact augmented Lagrangian duality for mixed integer linear programming
- Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
This page was built for publication: A geometric framework for nonconvex optimization duality using augmented Lagrangian functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2481369)
