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

Y. Y. Zhou, Xiaoqi Yang

Research output: Journal article publicationJournal articleAcademic researchpeer-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 languageEnglish
Pages (from-to)127-134
Number of pages8
JournalOperations Research Letters
Volume34
Issue number2
DOIs
Publication statusPublished - 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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