Abstract
We examine the validity of the zero duality gap properties for two important dual schemes: a generalized augmented Lagrangian dual scheme and a nonlinear Lagrange-type dual scheme. The necessary and sufficient conditions for the zero duality gap property to hold are established in terms of the lower semicontinuity of the perturbation functions.
Original language | English |
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Pages (from-to) | 775-791 |
Number of pages | 17 |
Journal | Mathematics of Operations Research |
Volume | 27 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Jan 2002 |
Keywords
- Augmented Lagrangian
- Nonlinear Lagrangian
- Nonlinear penalization
- Zero duality gap property
ASJC Scopus subject areas
- General Mathematics
- Computer Science Applications
- Management Science and Operations Research