Stability and Duality of Nonconvex Problems via Augmented Lagrangian |
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| Authors: | A. Y. Azimov R. N. Gasimov |
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| Affiliation: | (1) Department of Statistics, Yildiz Technical University, 80270 Istanbul, Turkey;(2) Department of Industrial Engineering, Osmangazi University, 26030 Bademlik, Eskisehir, Turkey |
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| Abstract: | ![]()
A nonconvex mathematical programming problem on a topological linear space in the presence of an inequality constraint is considered. An augmented Lagrangian function is constructed by using supporting cones to the epigraph of a usual perturbation function. Extremal values of prime and dual problems are shown to be equivalent under the stability conditions derived. |
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| Keywords: | nonconvex programming weak subdifferential augmented Lagrangian duality with zero gap stability |
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