Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems

DOI10.1007/S10898-015-0273-8zbMATH Open1357.90119OpenAlexW2147456049MaRDI QIDQ496593FDOQ496593

Authors: Chao Kan, Wen Song 

Publication date: 22 September 2015

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

Full work available at URL: https://doi.org/10.1007/s10898-015-0273-8

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zbMATH Keywords

augmented Lagrange multiplierMoreau envelopeeigenvalue composite optimization problemssecond-order epi-derivative

Mathematics Subject Classification ID

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

Cites Work

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Cited In (4)

• Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
• Second-Order Conditions for the Existence of Augmented Lagrange Multipliers for Sparse Optimization
• Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications

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