On primal convergence for augmented Lagrangian duality
نویسندگان
چکیده
منابع مشابه
New Convergence Properties of the Primal Augmented Lagrangian Method
and Applied Analysis 3 Given x, λ, μ, c , the augmented Lagrangian relaxation problem associated with the augmented Lagrangian L is defined by min L ( x, λ, μ, c ) s.t. x ∈ Ω. Lλ,μ,c Given ε ≥ 0, then the ε-optimal solution set of Lλ,μ,c , denoted by S∗ λ, μ, c, ε , is defined as { x ∈ Ω | Lx, λ, μ, c ≤ inf x∈Ω L ( x, λ, μ, c ) ε } . 2.2 IfΩ is closed and bounded, then the global optimal soluti...
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ژورنال
عنوان ژورنال: Optimization
سال: 2011
ISSN: 0233-1934,1029-4945
DOI: 10.1080/02331934.2010.527971