Lagrange-type Functions in Constrained Non-Convex Optimization
Publisher: Springer
Published: Nov 22, 2013
Format: paperback
Number of pages: 300
ISBN-13: 9781461348214
Description: This volume provides a systematic examination of Lagrange-type functions and augmented Lagrangians. Weak duality, zero duality gap property and the existence of an exact penalty parameter are examined. Weak duality allows one to estimate a global minimum. The zero duality gap property allows one to reduce the constrained optimization problem to a sequence of unconstrained problems, and the existence of an exact penalty parameter allows one to solve only one unconstrained problem. By applying Lagrange-type functions, a zero duality gap property for nonconvex constrained optimization problems is established under a coercive condition. It is shown that the zero duality gap property is equivalent to the lower semi-continuity of a perturbation function.
Notes: Source title: Lagrange-type Functions in Constrained Non-Convex Optimization (Applied Optimization) (Applied Optimization (85))