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Volumn 40, Issue 4, 2008, Pages 545-573

A geometric framework for nonconvex optimization duality using augmented lagrangian functions

Author keywords

Augmented Lagrangian functions; Duality; Penalty

Indexed keywords

CONSTRAINED OPTIMIZATION; PROBLEM SOLVING;

EID: 39749098591     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-006-9122-0     Document Type: Article
Times cited : (28)

References (17)
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    • 1
    • Auslender A., Cominetti R. and Haddou M. (1997). Asymptotic analysis for penalty and barrier methods in convex and linear programming. Math. Oper. Res. 22(1): 43-62
    • (1997) Math. Oper. Res. , vol.22 , pp. 43-62
    • Auslender, A.1    Cominetti, R.2    Haddou, M.3
  • 9
    • 0141740372 scopus 로고    scopus 로고
    • A unified augmented Lagrangian approach to duality and exact penalization
    • 3
    • Huang X.X. and Yang X.Q. (2003). A unified augmented Lagrangian approach to duality and exact penalization. Math. Oper. Res. 28(3): 533-552
    • (2003) Math. Oper. Res. , vol.28 , pp. 533-552
    • Huang, X.X.1    Yang, X.Q.2
  • 12
    • 0004267646 scopus 로고
    • Princeton University Press Princeton NJ
    • Rockafellar R.T. (1970). Convex Analysis. Princeton University Press, Princeton NJ
    • (1970) Convex Analysis
    • Rockafellar, R.T.1
  • 14
    • 0036874360 scopus 로고    scopus 로고
    • The zero duality gap property and lower semicontinuity of the perturbation function
    • 4
    • Rubinov A.M., Huang X.X. and Yang X.Q. (2002). The zero duality gap property and lower semicontinuity of the perturbation function. Math. Oper. Res. 27(4): 775-791
    • (2002) Math. Oper. Res. , vol.27 , pp. 775-791
    • Rubinov, A.M.1    Huang, X.X.2    Yang, X.Q.3
  • 17
    • 0027607344 scopus 로고
    • On the convergence of the exponential multiplier method for convex programming
    • Tseng P. and Bertsekas D.P. (1993). On the convergence of the exponential multiplier method for convex programming. Math. Program. 60: 1-19
    • (1993) Math. Program. , vol.60 , pp. 1-19
    • Tseng, P.1    Bertsekas, D.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.