Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems

作者：Kan, Chao; Song, Wen^*

来源：Journal of Global Optimization, 2015, 63(1): 77-97.

DOI：10.1007/s10898-015-0273-8

• Augmented Lagrange multiplier
• Moreau envelope
• Second-order epi-derivative
• Eigenvalue composite optimization problems

In this paper, we mainly consider the augmented Lagrangian duality theory and explore second-order conditions for the existence of augmented Lagrange multipliers for eigenvalue composite optimization problems. In the approach, we reformulate the augmented Lagrangian introduced by Rockafellar into a new form in terms of the Moreau envelope function and characterize second-order conditions via the epi-derivatives of the augmented Lagrangian.

• 出版日期2015-9
• 单位哈尔滨师范大学