Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/63371
Title: Duality and exact penalization via a generalized augmented Lagrangian function
Authors: Huang, XX
Yang, XQ 
Keywords: Extended real-valued function
Generalized augmented Lagrangian
Duality
Exact penalty representation
Issue Date: 2005
Publisher: Springer Science+Business Media
Source: In L Qi, K Teo & X Yang (Eds.), Optimization and control with applications, p. 101-114. New York: Springer Science+Business Media, 2005 How to cite?
Abstract: In this paper, we introduce generalized augmented Lagrangian by relaxing the convexity assumption on the usual augmenting function. Applications are given to establish strong duality and exact penalty representation for the problem of minizing an extended real valued function. More specifically, a strong duality result based on the generalized augmented Lagrangian is established, and a necessary and sufficient condition for the exact penalty representation in the framework of generalized augmented Lagrangian is obtained.
URI: http://hdl.handle.net/10397/63371
ISBN: 978-0-387-24254-5 (print)
978-0-387-24255-2 (online)
DOI: 10.1007/0-387-24255-4_3
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