Extended Lagrange and penalty functions in optimization

DOI10.1023/A:1011938519299MaRDI QIDQ5956436zbMATH OpenOpenAlexFDO

Authors A. M. Rubinov, Xiao Qi Yang, B. M. Glover

Publication date 18 March 2003

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1011938519299

zbMATH Keywords

zero duality gapexact penalizationextended Lagrange and penalty functionsincreasing positively homogeneous convolution functionsregular weak separation functions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods involving duality (49M29)

Recommendations

• Extended Lagrange And Penalty Functions in Continuous Optimization^*
• The nonlinear and augmented Lagrangians for nonconvex optimization problems with a single constraint
• Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
• Some nonlinear Lagrange and penalty functions for problems with a single constraint
• Lagrange-type functions in constrained non-convex optimization.

Cites work

• A sufficient and necessary condition for nonconvex constrained optimization
• An Exact Penalization Viewpoint of Constrained Optimization
• An approach to constructing generalized penalty functions.
• Decreasing Functions with Applications to Penalization
• Exact auxiliary functions in optimization problems
• Extended Lagrange And Penalty Functions in Continuous Optimization^*
• Nonlinear Lagrangian theory for nonconvex optimization.
• On global optimality conditions via separation functions
• Theorems of the alternative and optimality conditions
• Zero duality gap for a class of nonconvex optimization problems

Cited in

(12)

• Penalty functions in subanalytic optimization
• An exact penalty function based on the projection matrix
• Perfect duality theory and complete solutions to a class of global optimization problems*
• Extended Lagrange And Penalty Functions in Continuous Optimization^*
• The nonlinear and augmented Lagrangians for nonconvex optimization problems with a single constraint
• Canonical duality theory: connections between nonconvex mechanics and global optimization
• Nonsmooth optimization
• Canonical duality for box constrained nonconvex and nonsmooth optimization problems
• Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems
• Some nonlinear Lagrange and penalty functions for problems with a single constraint
• Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
• Strong duality in optimization: shifted power reformulation

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