Nonlinear Lagrange Duality Theorems and Penalty Function Methods In Continuous Optimization

Authors:
C. Y. Wang;X. Q. Yang;X. M. Yang
Affiliations:
Department of Mathematics, Qufu Normal University, Qufu, P. R. China/;Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, P.R. China/;Department of Mathematics, Chongqing Normal University, Chongqing, P. R. China
Venue:
Journal of Global Optimization
Year:
2003

Citing 3
Cited 3

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Abstract

We propose a general dual program for a constrained optimization problem via generalized nonlinear Lagrangian functions. Our dual program includes a class of general dual programs with explicit structures as special cases. Duality theorems with the zero duality gap are proved under very general assumptions and several important corollaries which include some known results are given. Using dual functions as penalty functions, we also establish that a sequence of approximate optimal solutions of the penalty function converges to the optimal solution of the original optimization problem.