A new augmented Lagrangian approach to duality and exact penalization
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In this paper, we introduce a new notion of augmenting function known as indicator augmenting function to establish a minmax type duality relation, existence of a path of solution converging to optimal value and a zero duality gap relation for a nonconvex primal problem and the corresponding Lagrangian dual problem. We also obtain necessary and sufficient conditions for an exact penalty representation in the framework of indicator augmented Lagrangian.
KeywordsAugmented Lagrangian Augmenting function Nonconvex problem Duality
Mathematics Subject Classification (2000)90C26 90C46
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