On Duality in Nonconvex Vector Optimization in Banach Spaces Using Augmented Lagrangians

This paper shows how the use of penalty functions in terms of projections on the constraint cones, which are orthogonal in the sense of Birkhoff, permits to establish augmented Lagrangians and to define a dual problem of a given nonconvex vector optimization problem. Then the weak duality always hol...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Positivity : an international journal devoted to the theory and applications of positivity in analysis 1999-03, Vol.3 (1), p.49
Hauptverfasser: Phan, Quoc Khanh, Tran, Hue Nuong, Thera, Michel
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:This paper shows how the use of penalty functions in terms of projections on the constraint cones, which are orthogonal in the sense of Birkhoff, permits to establish augmented Lagrangians and to define a dual problem of a given nonconvex vector optimization problem. Then the weak duality always holds. Using the quadratic growth condition together with the inf-stability or a kind of Rockafellar's stability called stability of degree two, we derive strong duality results between the properly efficient solutions of the two problems. A strict converse duality result is proved under an additional convexity assumption, which is shown to be essential. [PUBLICATION ABSTRACT]
ISSN:1385-1292
1572-9281
DOI:10.1023/A:1009753224825