Augmented Lagrangian Duality and Nondifferentiable Optimization Methods in Nonconvex Programming

  title={Augmented Lagrangian Duality and Nondifferentiable Optimization Methods in Nonconvex Programming},
  author={Rafail N. Gasimov},
  journal={J. Global Optimization},
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
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