Some results about duality and exact penalization

被引:17
|
作者
Zhou, YY [1 ]
Yang, XQ
机构
[1] Suzhou Univ, Dept Math, Suzhou 215006, Jiangsu, Peoples R China
[2] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
基金
中国国家自然科学基金;
关键词
exact penalty function; optimal path; valley at 0 augmenting function; zero duality gap;
D O I
10.1023/B:JOGO.0000047916.73871.88
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 introduce the concept of the valley at 0 augmenting function and apply it to construct a class of valley at 0 augmented Lagrangian functions. We establish the existence of a path of optimal solutions generated by valley at 0 augmented Lagrangian problems and its convergence toward the optimal set of the original problem and obtain the zero duality gap property between the primal problem and the valley at 0 augmented Lagrangian dual problem. Moreover, we establish the exact penalization representation results in the framework of valley at 0 augmented Lagrangian.
引用
收藏
页码:497 / 509
页数:13
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