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Augmented Lagrangians

  • Alexander Rubinov
  • Xiaoqi Yang
Part of the Applied Optimization book series (APOP, volume 85)

Abstract

In the previous chapters we have studied duality relations by using Lagrange-type function. A different approach is based on the notion of a dualizing parameterization function and the corresponding augmented Lagrangian that is an augmented (nonlinear) version of the classical linear Lagrange function. An augmented Lagrangian, which is generated by the so-called canonical dualizing parameterization, can also be considered as a Lagrange-type function corresponding to a certain convolution function. However, augmented Lagrangians using a general dualizing parameterization function cannot be derived using convolution functions.

Keywords

Dual Problem Dual Function Lower Semicontinuous Function Perturbation Function Weak Duality 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2003

Authors and Affiliations

  • Alexander Rubinov
    • 1
  • Xiaoqi Yang
    • 2
  1. 1.School of Information Technology and Mathematical SciencesUniversity of BallaratVictoriaAustralia
  2. 2.Department of Applied MathematicsHong Kong Polytechnic UniversityHong KongChina

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