The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function

The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function

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...

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Veröffentlicht in:Mathematics of operations research 2002-11, Vol.27 (4), p.775-791
Hauptverfasser: Rubinov, A. M, Huang, X. X, Yang, X. Q
Format: Artikel
Sprache:eng
Schlagworte:
augmented Lagrangian
Constrained optimization
Continuous functions
Convexity
Increasing functions
Lagrangian function
Mathematical duality
Mathematical functions
Mathematical models
nonlinear Lagrangian
nonlinear penalization
Objective functions
Optimization
Parameterization
Penalty function
Studies
Zero duality gap property
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Beschreibung
Zusammenfassung: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.
ISSN:0364-765X
1526-5471
DOI:10.1287/moor.27.4.775.295