Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems

被引：6

作者：

Kan, Chao ^{[1
]}

Song, Wen ^{[1
]}

机构：

[1] Harbin Normal Univ, Sch Math & Sci, Harbin 150025, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2015年 / 63卷 / 01期

关键词：

Augmented Lagrange multiplier; Moreau envelope; Second-order epi-derivative; Eigenvalue composite optimization problems; EPI-DIFFERENTIABILITY; OPTIMALITY CONDITIONS; SENSITIVITY-ANALYSIS; SPECTRAL FUNCTIONS; SYMMETRIC MATRIX; CONVEX-FUNCTIONS; DERIVATIVES; CONVERGENCE; DUALITY;

D O I：

10.1007/s10898-015-0273-8

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we mainly consider the augmented Lagrangian duality theory and explore second-order conditions for the existence of augmented Lagrange multipliers for eigenvalue composite optimization problems. In the approach, we reformulate the augmented Lagrangian introduced by Rockafellar into a new form in terms of the Moreau envelope function and characterize second-order conditions via the epi-derivatives of the augmented Lagrangian.

引用

页码：77 / 97

页数：21

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