Augmented Lagrangian function, non-quadratic growth condition and exact penalization

Augmented Lagrangian function, non-quadratic growth condition and exact penalization

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Article ID: iaor20062286
Country: Netherlands
Volume: 34
Issue: 2
Start Page Number: 127
End Page Number: 134
Publication Date: Mar 2006
Journal: Operations Research Letters
Authors: ,
Keywords: Lagrangian function
Abstract:

In this paper, under the assumption that the perturbation function satisfies a growth condition, necessary and sufficient conditions for an exact penalty representation and a zero duality gap property between the primal problem and its augmented Lagrangian dual problem are established.

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