Existence of augmented Lagrange multipliers for cone constrained optimization problems

Yu Ying Zhou; Jin Chuan Zhou; Xiaoqi Yang

doi:10.1007/s10898-013-0046-1

Existence of augmented Lagrange multipliers for cone constrained optimization problems

Yu Ying Zhou, Jin Chuan Zhou, Xiaoqi Yang

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

11 Citations (Scopus)

Abstract

In this paper, by using an augmented Lagrangian approach, we obtain several sufficient conditions for the existence of augmented Lagrange multipliers of a cone constrained optimization problem in Banach spaces, where the corresponding augmenting function is assumed to have a valley at zero. Furthermore, we deal with the relationship of saddle points, augmented Lagrange multipliers, and zero duality gap property between the cone constrained optimization problem and its augmented Lagrangian dual problem.

Original language	English
Pages (from-to)	243-260
Number of pages	18
Journal	Journal of Global Optimization
Volume	58
Issue number	2
DOIs	https://doi.org/10.1007/s10898-013-0046-1
Publication status	Published - 1 Feb 2014

Keywords

Augmented Lagrange multiplier
Cone constraints
Duality
Growth condition

ASJC Scopus subject areas

Computer Science Applications
Control and Optimization
Applied Mathematics
Management Science and Operations Research

More information

10.1007/s10898-013-0046-1

Cite this

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KW - Duality

KW - Growth condition

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Existence of augmented Lagrange multipliers for cone constrained optimization problems

Abstract

Keywords

ASJC Scopus subject areas

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