Unified Nonlinear Lagrangian Approach to Duality and Optimal Paths

C. Y. Wang, X. Q. Yang () and X. M. Yang
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C. Y. Wang: Qufu Normal University
X. Q. Yang: Hong Kong Polytechnic University
X. M. Yang: Chongqing Normal University

Journal of Optimization Theory and Applications, 2007, vol. 135, issue 1, No 6, 85-100

Abstract: Abstract In the context of an inequality constrained optimization problem, we present a unified nonlinear Lagrangian dual scheme and establish necessary and sufficient conditions for the zero duality gap property. From these results, we derive necessary and sufficient conditions for four classes of zero duality gap properties and establish the equivalence among them. Finally, we obtain the convergence of an optimal path for the unified scheme and present a sufficient condition for the finite termination of the optimal path.

Keywords: Nonlinear Lagrangians; Nonlinear augmented Lagrangians; Zero duality gap; Optimal paths; Finite termination (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10957-007-9225-x

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