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 language | English |
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Pages (from-to) | 497-509 |
Number of pages | 13 |
Journal | Journal of Global Optimization |
Volume | 29 |
Issue number | 4 |
DOIs | |
Publication status | Published - 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