A new augmented Lagrangian approach to duality and exact penalization

作者：Lalitha C S^*

来源：Journal of Global Optimization, 2010, 46(2): 233-245.

DOI：10.1007/s10898-009-9420-4

• Augmented Lagrangian
• Augmenting function
• Nonconvex problem
• Duality

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.

• 出版日期2010-2