Duality in Nonlinear Programs Using Augmented Lagrangian Functions*
نویسندگان
چکیده
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 problems are equal. Characterization of a class of augmented Lagrangian functions which satisfy the sufficient conditions for strong duality is presented. Finally, some examples of functions and primal-dual problems in the above-mentioned class are presented. ( 1987 Academic Press, Inc
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