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Title: Augmented lagrangian and nonlinear semidefinite programs
Authors: Huang, XX
Yang, XQ 
Teo, KL
Keywords: Semidefinite programming
Augmented Lagrangian
Exact penalization
Stationary point
Issue Date: 2005
Publisher: Springer
Source: In F Giannessi & A Maugeri (Eds.), Variational analysis and applications, p. 513-529. New York: Springer, 2005 How to cite?
Abstract: In this paper, we introduce an augmented Lagrangian for nonlinear semidefinite programs. Some basic properties of the augmented Lagrangian such as differentiabilty, monotonicity and convexity, are discussed. Necessary and sufficient conditions for a strong duality property and an exact penalty representation in the framework of augmented Lagrangian are derived. Under certain conditions, it is shown that any limit point of a sequence of stationary points of augmented Lagrangian problems is a Karuh, Kuhn-Tucker (for short, KKT) point of the original semidefinite program.
ISBN: 978-0-387-24209-5 (print)
978-0-387-24276-7 (online)
DOI: 10.1007/0-387-24276-7_32
Appears in Collections:Book Chapter

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