Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian

Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian

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Article ID: iaor20124135
Volume: 53
Issue: 2
Start Page Number: 165
End Page Number: 184
Publication Date: Jun 2012
Journal: Journal of Global Optimization
Authors: , ,
Keywords: duality, global optimization, topology, Lagrangian function
Abstract:

In this paper we deal with weak stability and duality of a class of nonconvex infinite programs via augmented Lagrangian. Firstly, we study a concept of weak‐subdifferential of an extended real valued function on a topological linear space. Augmented Lagrangian functions and a concept of weak‐stability are constructed. Next, relations between weak‐stability and strong duality of problems via augmented Lagrangians are investigated. Applications for convex infinite programs are discussed. Saddle point theorems are established. An illustrative example is given.

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