Augmented Lagrangians in semi-infinite programming
نویسندگان
چکیده
We consider the class of semi-infinite programming problems which became in recent years a powerful tool for the mathematical modelling of many real-life problems. In this paper, we study an augmented Lagrangian approach to semi-infinite problems and present necessary and sufficient conditions for the existence of corresponding augmented Lagrange multipliers. Furthermore, we discuss two particular cases for the augmenting function: the proximal Lagrangian and the sharp Lagrangian.
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ورودعنوان ژورنال:
- Math. Program.
دوره 116 شماره
صفحات -
تاریخ انتشار 2009