A new augmented Lagrangian approach to duality and exact penalization

Authors:
C. S. Lalitha
Affiliations:
Department of Mathematics, Rajdhani College, University of Delhi, New Delhi, India 110075
Venue:
Journal of Global Optimization
Year:
2010

Citing 6
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Abstract

In this paper, we introduce a new notion of augmenting function known as indicator augmenting function to establish a minmax type duality relation, existence of a path of solution converging to optimal value and a zero duality gap relation for a nonconvex primal problem and the corresponding Lagrangian dual problem. We also obtain necessary and sufficient conditions for an exact penalty representation in the framework of indicator augmented Lagrangian.