Some results about duality and exact penalization

Y. Y. Zhou, Xiaoqi Yang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

15 Citations (Scopus)

Abstract

In this paper, we introduce the concept of the valley at 0 augmenting function and apply it to construct a class of valley at 0 augmented Lagrangian functions. We establish the existence of a path of optimal solutions generated by valley at 0 augmented Lagrangian problems and its convergence toward the optimal set of the original problem and obtain the zero duality gap property between the primal problem and the valley at 0 augmented Lagrangian dual problem. Moreover, we establish the exact penalization representation results in the framework of valley at 0 augmented Lagrangian.
Original languageEnglish
Pages (from-to)497-509
Number of pages13
JournalJournal of Global Optimization
Volume29
Issue number4
DOIs
Publication statusPublished - 1 Aug 2004

Keywords

  • Exact penalty function
  • Optimal path
  • Valley at 0 augmenting function
  • Zero duality gap

ASJC Scopus subject areas

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

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