Augmented Lagrangian Duality and Nondifferentiable Optimization Methods in Nonconvex Programming

@article{Gasimov2002AugmentedLD,
  title={Augmented Lagrangian Duality and Nondifferentiable Optimization Methods in Nonconvex Programming},
  author={Rafail N. Gasimov},
  journal={J. Global Optimization},
  year={2002},
  volume={24},
  pages={187-203}
}
Abstract. In this paper we present augmented Lagrangians for nonconvex minimization problems with equality constraints. We construct a dual problem with respect to the presented here Lagrangian, give the saddle point optimality conditions and obtain strong duality results. We use these results and modify the subgradient and cutting plane methods for solving the dual problem constructed. Algorithms proposed in this paper have some advantages. We do not use any convexity and differentiability… CONTINUE READING
Highly Cited
This paper has 62 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 42 extracted citations

63 Citations

051015'02'05'09'13'17
Citations per Year
Semantic Scholar estimates that this publication has 63 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.
Showing 1-10 of 21 references

Minimization Methods for Nondifferentiable Functions, Springer, Berlin

  • lishers, N. Z. Dordrecht. Shor
  • 1985
Highly Influential
6 Excerpts

Dual Algorithms for Constrained Optimization Problems, Doctoral Disserta

  • J. D. RAFAIL N. GASIMOV Buys
  • 1972
Highly Influential
7 Excerpts

A Search Algorithm for General Problem of Mathematical Programming

  • E. I. Khenkin
  • USSR Journal of Computational Mathematics and…
  • 1976
Highly Influential
2 Excerpts

Abstract Convex Analysis

  • I. 75–91. Singer
  • 1997
2 Excerpts

Cutting Angle Method for Minimizing increasing Convex-Along-Rays Functions

  • Andramanov, M.Yu, A. M. Rubinov, B. M. Glover
  • Research Report
  • 1997
1 Excerpt

Convex Analysis and Variational Problems, Elsevier–North

  • I. Ekeland, R. Temam
  • 1976

A Penalty Function Shifting Method in Constrained Static Optimization and its Convergence Properties

  • A. P. Wierzbicki
  • Arch . Automat . i Telemechaniki
  • 1971

A Class of Methods for Nonlinear Programming with Termination

  • Holland, R. Amsterdam. Fletcher
  • 1970

Similar Papers

Loading similar papers…