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Part of the book series: Applied Optimization ((APOP,volume 85))

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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.

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© 2003 Springer Science+Business Media Dordrecht

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Rubinov, A., Yang, X. (2003). Augmented Lagrangians. In: Lagrange-type Functions in Constrained Non-Convex Optimization. Applied Optimization, vol 85. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-9172-0_5

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  • DOI: https://doi.org/10.1007/978-1-4419-9172-0_5

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-4821-4

  • Online ISBN: 978-1-4419-9172-0

  • eBook Packages: Springer Book Archive

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