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Volumn 29, Issue 4, 2004, Pages 497-509

Some results about duality and exact penalization

Author keywords

Exact penalty function; Optimal path; Valley at 0 augmenting function; Zero duality gap

Indexed keywords

LAGRANGE MULTIPLIERS; MATERIALS BALANCE; NUMERICAL ANALYSIS; OPTIMAL SYSTEMS; OPTIMIZATION; SET THEORY; THEOREM PROVING;

EID: 9244265517     PISSN: 09255001     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:JOGO.0000047916.73871.88     Document Type: Article
Times cited : (18)

References (12)
  • 1
    • 0031072276 scopus 로고    scopus 로고
    • Asymptotical analysis for penalty and barrier methods in convex and linear programming
    • Auslender, A., Cominetti, R. and Haddou, M. (1997), Asymptotical analysis for penalty and barrier methods in convex and linear programming. Mathematics of Operations Research, 22, 43-62.
    • (1997) Mathematics of Operations Research , vol.22 , pp. 43-62
    • Auslender, A.1    Cominetti, R.2    Haddou, M.3
  • 3
    • 0141740372 scopus 로고    scopus 로고
    • A unified augmented Lagrangian approach to duality and exact penalization
    • accepted
    • Huang, X.X. and Yang, X.Q. A unified augmented Lagrangian approach to duality and exact penalization, Mathematics of Operation Research, (accepted).
    • Mathematics of Operation Research
    • Huang, X.X.1    Yang, X.Q.2
  • 4
    • 0018441518 scopus 로고
    • Necessary and sufficient conditions for a local minimum. 3: Second-order conditions and augmented duality
    • Ioffe, A. (1979), Necessary and sufficient conditions for a local minimum. 3: second-order conditions and augmented duality, SIAM Journal Control and Optimization, 17, 266-288.
    • (1979) SIAM Journal Control and Optimization , vol.17 , pp. 266-288
    • Ioffe, A.1
  • 6
    • 0016059769 scopus 로고
    • Augmented Lagrange multiplier functions and duality in nonconvex programming
    • Rockafellar, R.T. (1974), Augmented Lagrange multiplier functions and duality in nonconvex programming, SIAM Journal on Control and Optimization, 12, 268-285.
    • (1974) SIAM Journal on Control and Optimization , vol.12 , pp. 268-285
    • Rockafellar, R.T.1
  • 7
    • 0027606675 scopus 로고
    • Lagrange multipliers and optimality
    • Rockafellar, R.T. (1993), Lagrange multipliers and optimality, SIAM Review, 35, 183-238.
    • (1993) SIAM Review , vol.35 , pp. 183-238
    • Rockafellar, R.T.1
  • 9
    • 0036874360 scopus 로고    scopus 로고
    • The zero duality gap property and lower semi-continuity of the perturbation function
    • accepted
    • Rubinov, A.M., Huang, X.X. and Yang, X.Q. The zero duality gap property and lower semi-continuity of the perturbation function, Mathematics of Operation Research, (accepted).
    • Mathematics of Operation Research
    • Rubinov, A.M.1    Huang, X.X.2    Yang, X.Q.3
  • 11
    • 0033261453 scopus 로고    scopus 로고
    • Decreasing functions with applications to penalization
    • Rubinov, A.M., Glover, B.M. and Yang, X.Q. (1999), Decreasing functions with applications to penalization, SIAM Journal of Optimization, 10(1), 289-313.
    • (1999) SIAM Journal of Optimization , vol.10 , Issue.1 , pp. 289-313
    • Rubinov, A.M.1    Glover, B.M.2    Yang, X.Q.3
  • 12
    • 0035621414 scopus 로고    scopus 로고
    • A nonlinear Lagrangian approach to constrained optimization problems
    • Yang, X.Q. and Huang, X.X. (2001), A nonlinear Lagrangian approach to constrained optimization problems, SIAM Journal of Optimization, 14, 1119-1144.
    • (2001) SIAM Journal of Optimization , vol.14 , pp. 1119-1144
    • Yang, X.Q.1    Huang, X.X.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.