Augmented Lagrangian function, non-quadratic growth condition and exact penalization

Authors:
Y. Y. Zhou;X. Q. Yang
Affiliations:
Department of Mathematics, Suzhou University, Hong Kong and Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong;Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong
Venue:
Operations Research Letters
Year:
2006

Citing 7
Cited 1

The augmented lagrangian method for parameter estimation in elliptic systems

SIAM Journal on Control and Optimization
Lagrange multipliers and optimality

SIAM Review
A Nonlinear Lagrangian Approach to Constrained Optimization Problems

SIAM Journal on Optimization
Decreasing Functions with Applications to Penalization

SIAM Journal on Optimization
The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function

Mathematics of Operations Research
A Unified Augmented Lagrangian Approach to Duality and Exact Penalization

Mathematics of Operations Research
Some Results about Duality and Exact Penalization

Journal of Global Optimization

Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian

Journal of Global Optimization

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper, under the assumption that the perturbation function satisfies a growth condition, necessary and sufficient conditions for an exact penalty representation and a zero duality gap property between the primal problem and its augmented Lagrangian dual problem are established.