- Title
- Abstract convexity and augmented Lagrangians
- Creator
- Burachik, Regina; Rubinov, Alex
- Date
- 2007
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/61647
- Identifier
- vital:155
- Identifier
-
https://doi.org/10.1137/050647621
- Identifier
- ISSN:1052-6234
- Abstract
- The ultimate goal of this paper is to demonstrate that abstract convexity provides a natural language and a suitable framework for the examination of zero duality gap properties and exact multipliers of augmented Lagrangians. We study augmented Lagrangians in a very general setting and formulate the main definitions and facts describing the augmented Lagrangian theory in terms of abstract convexity tools. We illustrate our duality scheme with an application to stochastic semiinfinite optimization. © 2007 Society for Industrial and Applied Mathematics.; C1
- Publisher
- Society for Industrial and Applied Mathematics
- Relation
- SIAM Journal on Optimization Vol. 18, no. 2 (2007), p. 413-436
- Rights
- Copyright Society for Industrial and Applied Mathematics
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0103 Numerical and Computational Mathematics; Abstract convexity; Augmented Lagrangian; Exact penalty representation; Lagrange-type functions; Nonconvex programming; Stochastic semi-infinite programming
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