Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems

Chao Kan and Wen Song ()

Journal of Global Optimization, 2015, vol. 63, issue 1, 77-97

Abstract: In this paper, we mainly consider the augmented Lagrangian duality theory and explore second-order conditions for the existence of augmented Lagrange multipliers for eigenvalue composite optimization problems. In the approach, we reformulate the augmented Lagrangian introduced by Rockafellar into a new form in terms of the Moreau envelope function and characterize second-order conditions via the epi-derivatives of the augmented Lagrangian. Copyright Springer Science+Business Media New York 2015

Keywords: Augmented Lagrange multiplier; Moreau envelope; Second-order epi-derivative; Eigenvalue composite optimization problems (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10898-015-0273-8

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