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Alexander M. Rubinov, Xiao-Qi Yang
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.
| Publisher | Springer |
|---|---|
| Pages | 300 |
| Format | paperback |
| Search language | english |
| ISBN_10 | 1-461-34821-8 primary |
| ISBN_13 | 978-1-461-34821-4 primary |
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