• Media type: E-Book
  • Title: Strong duality and exact penalization for general augmented Lagrangians
  • Contributor: Burachik, Regina S. [Author]; Iusem, Alfredo N. [Author]; Melo, Jefferson G. [Author]
  • imprint: Rio de Janeiro: IMPA, 2010
  • Published in: Instituto de Matemática Pura e Aplicada: Pré-publicações / A ; 653
  • Extent: Online-Ressource (17 S., 400 KB)
  • Language: English
  • Keywords: Forschungsbericht
  • Origination:
  • Footnote:
  • Description: We consider a problem of minimizing an extended real-valued function defined in a Hausdorff topological space. We study the dual problem induced by a general aug- mented Lagrangian function. Under a simple set of assumptions on this general aug- mented Lagrangian function, we obtain strong duality and existence of exact penalty parameter via an abstract convexity approach. We show that every cluster point of a sub-optimal path related to the dual problem is a primal solution. Our assumptions are more general than those recently considered in the related literature.
  • Access State: Open Access