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Alexander M. Rubinov | Xiaoqi Yang Lagrange-type functions in constrained non-convex optimization
"This volume provides a systematic examination of Lagrange-type functions and augmented Lagrangians. Weak duality, zero duality gap property and the existence of an exact penalty parameter are examined. - Weak duality allows one to estimate a global minimum. - The zero duality gap property allows one to reduce the constrained optimization problem to a sequence of unconstrained problems, and the existence of an exact penalty parameter allows one to solve only one unconstrained problem. - "By applying...
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Engels | 286 pagina's | Kluwer Academic Publishers, Boston, Dordrecht [etc.] | 2003
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