Lagrange-type functions in constrained non-convex optimization /
This volume provides a systematic examination of Lagrange-type functions and augmented Lagrangians. Weak duality, zero duality gap property and the existence of an exact penalty parameter are examined. Weak duality allows one to estimate a global minimum. The zero duality gap property allows one to...
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| Format: | eBook |
| Language: | English |
| Published: |
Boston :
Kluwer Academic Publishers,
[2003]
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| Series: | Applied optimization ;
v. 85. |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | This volume provides a systematic examination of Lagrange-type functions and augmented Lagrangians. Weak duality, zero duality gap property and the existence of an exact penalty parameter are examined. Weak duality allows one to estimate a global minimum. The zero duality gap property allows one to reduce the constrained optimization problem to a sequence of unconstrained problems, and the existence of an exact penalty parameter allows one to solve only one unconstrained problem. By applying Lagrange-type functions, a zero duality gap property for nonconvex constrained optimization problems is established under a coercive condition. It is shown that the zero duality gap property is equivalent to the lower semi-continuity of a perturbation function. |
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| Physical Description: | 1 online resource (xi, 286 pages) |
| Bibliography: | Includes bibliographical references (pages [275]-284) and index. |
| ISBN: | 9781441991720 (electronic bk.) 1441991727 (electronic bk.) |