Augmented Lagrangians in semi-infinite programming

Jan-Joachim Ruckmann; A Shapiro

doi:10.1007/s10107-007-0115-7

Augmented Lagrangians in semi-infinite programming

Jan-Joachim Ruckmann, A Shapiro

Mathematics

Research output: Contribution to journal › Article

21 Citations (Scopus)

Abstract

We consider the class of semi-infinite programming problems which became in recent years a powerful tool for the mathematical modeling of many real-life problems. In this paper, we study an augmented Lagrangian approach to semi-infinite problems and present necessary and sufficient conditions for the existence of corresponding augmented Lagrange multipliers. Furthermore, we discuss two particular cases for the augmenting function: the proximal Lagrangian and the sharp Lagrangian.

Original language	English
Pages (from-to)	499-512
Number of pages	14
Journal	Mathematical Programming
Volume	116
Issue number	1-2
Early online date	3 May 2007
DOIs	https://doi.org/10.1007/s10107-007-0115-7
Publication status	Published - 1 Jan 2009

Keywords

duality gap
augmented Lagrangian
proximal Lagrangian
semi-infinite programming
sharp Lagrangian
augmented Lagrange multiplier

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10.1007/s10107-007-0115-7

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Augmented Lagrangians in semi-infinite programming

Abstract

Keywords

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