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A new augmented Lagrangian approach to duality and exact penalization

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Abstract

In this paper, we introduce a new notion of augmenting function known as indicator augmenting function to establish a minmax type duality relation, existence of a path of solution converging to optimal value and a zero duality gap relation for a nonconvex primal problem and the corresponding Lagrangian dual problem. We also obtain necessary and sufficient conditions for an exact penalty representation in the framework of indicator augmented Lagrangian.

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  1. Department of Mathematics, Rajdhani College, University of Delhi, Raja Garden, New Delhi, 110075, India

    C. S. Lalitha

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  1. C. S. Lalitha
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Correspondence to C. S. Lalitha.

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Lalitha, C.S. A new augmented Lagrangian approach to duality and exact penalization. J Glob Optim 46, 233–245 (2010). https://doi.org/10.1007/s10898-009-9420-4

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  • DOI: https://doi.org/10.1007/s10898-009-9420-4

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