Augmented Lagrangian function, non-quadratic growth condition and exact penalization

Y. Y. Zhou; Xiaoqi Yang

doi:10.1016/j.orl.2005.03.008

Augmented Lagrangian function, non-quadratic growth condition and exact penalization

Y. Y. Zhou, Xiaoqi Yang

Research output: Journal article publication › Journal article › Academic research › peer-review

13 Citations (Scopus)

Abstract

In this paper, under the assumption that the perturbation function satisfies a growth condition, necessary and sufficient conditions for an exact penalty representation and a zero duality gap property between the primal problem and its augmented Lagrangian dual problem are established.

Original language	English
Pages (from-to)	127-134
Number of pages	8
Journal	Operations Research Letters
Volume	34
Issue number	2
DOIs	https://doi.org/10.1016/j.orl.2005.03.008
Publication status	Published - 1 Mar 2006

Keywords

Augmented Lagrangian function
Exact penalty representation
Growth condition
Zero duality gap

ASJC Scopus subject areas

Management Science and Operations Research
Statistics, Probability and Uncertainty
Discrete Mathematics and Combinatorics
Modelling and Simulation

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10.1016/j.orl.2005.03.008

Cite this

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KW - Augmented Lagrangian function

KW - Exact penalty representation

KW - Growth condition

KW - Zero duality gap

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Augmented Lagrangian function, non-quadratic growth condition and exact penalization

Abstract

Keywords

ASJC Scopus subject areas

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