Exact augmented Lagrangian duality for mixed integer linear programming
We investigate the augmented Lagrangian dual (ALD) for mixed integer linear programming
(MIP) problems. ALD modifies the classical Lagrangian dual by appending a nonlinear …
(MIP) problems. ALD modifies the classical Lagrangian dual by appending a nonlinear …
Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
MV Dolgopolik - arXiv preprint arXiv:2409.13974, 2024 - arxiv.org
We develop a unified theory of augmented Lagrangians for nonconvex optimization
problems that encompasses both duality theory and convergence analysis of primal-dual …
problems that encompasses both duality theory and convergence analysis of primal-dual …
Solving an EPQ model with Lagrange interpolating polynomial function via game theory approach
This article briefly discusses about classical economic production quantity (EPQ) model
using game theoretic approach via Lagrange multiplier. It involves two stages of …
using game theoretic approach via Lagrange multiplier. It involves two stages of …
Nonlinear separation in the image space with applications to penalty methods
G Mastroeni - Applicable Analysis, 2012 - Taylor & Francis
In this article we analyse a nonlinear separation scheme in the image space associated with
an infinite-dimensional cone constrained extremum problem, and, in particular, we consider …
an infinite-dimensional cone constrained extremum problem, and, in particular, we consider …
Exact augmented Lagrangian duality for mixed integer quadratic programming
Mixed integer quadratic programming (MIQP) is the problem of minimizing a quadratic
function over mixed integer points in a rational polyhedron. This paper focuses on the …
function over mixed integer points in a rational polyhedron. This paper focuses on the …
A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
We propose a new duality scheme based on a sequence of smooth minorants of the
weighted-ℓ 1 penalty function, interpreted as a parametrized sequence of augmented …
weighted-ℓ 1 penalty function, interpreted as a parametrized sequence of augmented …
Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
MV Dolgopolik - Mathematical Programming, 2017 - Springer
In this article, we present new general results on existence of augmented Lagrange
multipliers. We define a penalty function associated with an augmented Lagrangian, and …
multipliers. We define a penalty function associated with an augmented Lagrangian, and …
Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
MV Dolgopolik - Journal of Global Optimization, 2018 - Springer
In this article we present a general theory of augmented Lagrangian functions for cone
constrained optimization problems that allows one to study almost all known augmented …
constrained optimization problems that allows one to study almost all known augmented …
Nonlinear augmented Lagrangian and duality theory
In this paper, a unified framework of a nonlinear augmented Lagrangian dual problem is
investigated for the primal problem of minimizing an extended real-valued function by virtue …
investigated for the primal problem of minimizing an extended real-valued function by virtue …
Existence of augmented Lagrange multipliers for cone constrained optimization problems
YY Zhou, JC Zhou, XQ Yang - Journal of Global Optimization, 2014 - Springer
In this paper, by using an augmented Lagrangian approach, we obtain several sufficient
conditions for the existence of augmented Lagrange multipliers of a cone constrained …
conditions for the existence of augmented Lagrange multipliers of a cone constrained …