Exact augmented Lagrangian duality for mixed integer linear programming

MJ Feizollahi, S Ahmed, A Sun - Mathematical Programming, 2017 - Springer
We investigate the augmented Lagrangian dual (ALD) for mixed integer linear programming
(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 …

Solving an EPQ model with Lagrange interpolating polynomial function via game theory approach

A Khan, SK De, PK Nayak - International Journal of …, 2024 - inderscienceonline.com
This article briefly discusses about classical economic production quantity (EPQ) model
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 …

Exact augmented Lagrangian duality for mixed integer quadratic programming

X Gu, S Ahmed, SS Dey - SIAM Journal on Optimization, 2020 - SIAM
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 …

A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality

RS Burachik, CY Kaya, CJ Price - Optimization, 2022 - Taylor & Francis
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 …

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 …

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 …

Nonlinear augmented Lagrangian and duality theory

CY Wang, XQ Yang, XM Yang - Mathematics of Operations …, 2013 - pubsonline.informs.org
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 …

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 …