Abstract
We propose a general dual program for a constrained optimization problem via generalized nonlinear Lagrangian functions. Our dual program includes a class of general dual programs with explicit structures as special cases. Duality theorems with the zero duality gap are proved under very general assumptions and several important corollaries which include some known result are given. Using dual functions as penalty functions, we also establish that a sequence of approximate optimal solutions of the penalty function converges to the optimal solution of the original optimization problem.
Original language | English |
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Pages (from-to) | 473-484 |
Number of pages | 12 |
Journal | Journal of Global Optimization |
Volume | 27 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Dec 2003 |
Keywords
- ε-optimal solution
- Dual program
- Nonlinear Lagrangian function
- Penalty function
- Zero duality gap
ASJC Scopus subject areas
- Computer Science Applications
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics