Augmented Lagrangian functions for constrained optimization problems

被引:7
|
作者
Zhou, Y. Y. [1 ]
Yang, X. Q. [2 ]
机构
[1] Soochow Univ, Dept Math, Suzhou 215006, Peoples R China
[2] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
关键词
Constrained optimization problem; Augmented Lagrangian function; Coercive; Asymptotically minimizing sequence; EXACT PENALIZATION; GLOBAL OPTIMIZATION; DUALITY GAP; CONVERGENCE;
D O I
10.1007/s10898-011-9688-z
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, in order to obtain some existence results about solutions of the augmented Lagrangian problem for a constrained problem in which the objective function and constraint functions are noncoercive, we construct a new augmented Lagrangian function by using an auxiliary function. We establish a zero duality gap result and a sufficient condition of an exact penalization representation for the constrained problem without the coercive or level-bounded assumption on the objective function and constraint functions. By assuming that the sequence of multipliers is bounded, we obtain the existence of a global minimum and an asymptotically minimizing sequence for the constrained optimization problem.
引用
收藏
页码:95 / 108
页数:14
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