Duality in nonlinear programs using augmented Lagrangian functions
نویسندگان
چکیده
منابع مشابه
Duality in Nonlinear Programs Using Augmented Lagrangian Functions*
A generally nonconvex optimization problem with equality constraints is studied. The problem is introduced as an “inf sup” of a generalized augmented Lagrangian function. A dual problem is defined as the “sup inf’ of the same generalized augmented Lagrangian. Sufftcient conditions are derived for constructing the augmented Lagrangian function such that the extremal values of the primal and dual...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1987
ISSN: 0022-247X
DOI: 10.1016/0022-247x(87)90236-8