Some properties of the augmented Lagrangian in cone constrained optimization

Mathematics of Operations Research

Volumn 29, Issue 3, 2004, Pages 479-491

  Shapiro, Alexander ^a   Sun, Jie ^b  

^a Georgia Institute of Technology   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Augmented Lagrangian; Cone constraints; Conjugate duality; Duality gap; Lagrange multipliers; Sensitivity analysis

Indexed keywords

CONSTRAINT THEORY; LAGRANGE MULTIPLIERS; OPTIMIZATION; PERTURBATION TECHNIQUES; SENSITIVITY ANALYSIS;

AUGMENTED LAGRANGIAN; CONE CONSTRAINTS; CONJUGATE DUALITY; DUALITY GAP;

OPERATIONS RESEARCH;

EID: 5544301475     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.1040.0103     Document Type: Article

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