Abstract
In this paper, based on the ordering relations induced by a pointed, closed and convex cone with a nonempty interior, we propose a nonlinear augmented Lagrangian dual scheme for a nonconvex multiobjective optimization problem by applying a class of vector-valued nonlinear augmented Lagrangian penalty functions. We establish the weak and strong duality results, necessary and sufficient conditions for uniformly exact penalization and exact penalization in the framework of nonlinear augmented Lagrangian. Our results include several ones in the literature as special cases.
| Original language | English |
|---|---|
| Pages (from-to) | 157-174 |
| Number of pages | 18 |
| Journal | Journal of Industrial and Management Optimization |
| Volume | 7 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Feb 2011 |
Keywords
- Exact penalization
- Multiobjective optimization
- Nonlinear augmented lagrangian
- Ordering cone
- Set-Valued maps
- Strong duality
ASJC Scopus subject areas
- Business and International Management
- Strategy and Management
- Control and Optimization
- Applied Mathematics