The zero duality gap property and lower semicontinuity of the perturbation function

A. M. Rubinov; X. X. Huang; Xiaoqi Yang

doi:10.1287/moor.27.4.775.295

The zero duality gap property and lower semicontinuity of the perturbation function

A. M. Rubinov
, X. X. Huang
, Xiaoqi Yang

Research output: Journal article publication › Journal article › Academic research › peer-review

61 Citations (Scopus)

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
Pages (from-to)	775-791
Number of pages	17
Journal	Mathematics of Operations Research
Volume	27
Issue number	4
DOIs	https://doi.org/10.1287/moor.27.4.775.295
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

More information

10.1287/moor.27.4.775.295

Cite this

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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.",

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N2 - 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.

AB - 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.

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KW - Nonlinear Lagrangian

KW - Nonlinear penalization

KW - Zero duality gap property

UR - https://www.scopus.com/pages/publications/0036874360

U2 - 10.1287/moor.27.4.775.295

DO - 10.1287/moor.27.4.775.295

M3 - Journal article

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The zero duality gap property and lower semicontinuity of the perturbation function

Abstract

Keywords

ASJC Scopus subject areas

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