Stability and Duality of Nonconvex Problems via Augmented Lagrangian

Authors:
A. Y. Azimov;R. N. Gasimov
Affiliations:
Yildiz Technical University, Department of Statistics, 80270, Istanbul, Turkey. azimov@yildiz.edu.tr;Osmangazi University, Department of Industrial Engineering, 26030, Bademlik, Eskisehir, Turkey. gasimovr@ogu.edu.tr
Venue:
Cybernetics and Systems Analysis
Year:
2002

Citing 2
Cited 3

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A Nonlinear Cone Separation Theorem and Scalarization in Nonconvex Vector Optimization

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

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Abstract

A nonconvex mathematical programming problem on a topological linear space in the presence of an inequality constraint is considered. An augmented Lagrangian function is constructed by using supporting cones to the epigraph of a usual perturbation function. Extremal values of prime and dual problems are shown to be equivalent under the stability conditions derived.