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
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
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页码:77 / 97
页数:21
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