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Modified Lagrangians in convex programming and their generalizations

  • E. G. Gol’shtein
  • N. V. Tret’yakov
Chapter
Part of the Mathematical Programming Studies book series (MATHPROGRAMM, volume 10)

Abstract

In this paper a rather general class of modified Lagrangians is described for which the main results of the duality theory hold. Within this class two families of modified Lagrangians are taken into special consideration. The elements of the first family are characterized by so-called stability of saddle points and the elements of the second family generate smooth dual problems. The computational methods naturally connected with each of these two families are examined. Further a more general scheme is considered which exploits the idea of modification with respect to the problem of finding a root of a monotone operator. This scheme yields a unified approach to convex programming problems and to determination of saddle and equilibrium points as well as expands the class of modified Lagrangians.

Key words

Modified Lagrangians Convex Programming Stability of Saddle Points Smooth Dual Problems Monotone Operator 

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References

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Copyright information

© The Mathematical Programming Society 1979

Authors and Affiliations

  • E. G. Gol’shtein
    • 1
  • N. V. Tret’yakov
    • 1
  1. 1.Central Economics-Mathematical InstituteMoscowUSSR

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