The exact penalty map for nonsmooth and nonconvex optimization

DOI10.1080/02331934.2013.830117zbMath1312.49045WikidataQ58048409 ScholiaQ58048409MaRDI QIDQ5248198

Jefferson G. Melo, Regina Sandra Burachik, Alfredo Noel Iusem

Publication date: 28 April 2015

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2013.830117

zbMATH Keywords

nonsmooth optimization; Banach spaces; nonconvex optimization; augmented Lagrangians; exact penalty; duality scheme

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

49M29: Numerical methods involving duality

65K10: Numerical optimization and variational techniques

49N15: Duality theory (optimization)

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A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality, Exact augmented Lagrangian duality for mixed integer linear programming, Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle, Existence of augmented Lagrange multipliers for semi-infinite programming problems

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