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Item Details
| Title:
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LAGRANGE-TYPE FUNCTIONS IN CONSTRAINED NON-CONVEX OPTIMIZATION
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| By: |
Alexander Rubinov, Xiao-qi Yang |
| Format: |
Hardback |
| List price:
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£109.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1402076274 |
| ISBN 13: |
9781402076275 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Edition: |
2003 ed. |
| Series: |
Applied Optimization 85 |
| Pages: |
286 |
| Description: |
Provides an examination of Lagrange-type functions and augmented Lagrangians. This book examines weak duality, zero duality gap property and the existence of an exact penalty parameter. By applying Lagrange-type functions, a zero duality gap property for nonconvex constrained optimization problems is established under a coercive condition. |
| Synopsis: |
Lagrange and penalty function methods provide a powerful approach, both as a theoretical tool and a computational vehicle, for the study of constrained optimization problems. However, for a nonconvex constrained optimization problem, the classical Lagrange primal-dual method may fail to find a mini- mum as a zero duality gap is not always guaranteed. A large penalty parameter is, in general, required for classical quadratic penalty functions in order that minima of penalty problems are a good approximation to those of the original constrained optimization problems. It is well-known that penaity functions with too large parameters cause an obstacle for numerical implementation. Thus the question arises how to generalize classical Lagrange and penalty functions, in order to obtain an appropriate scheme for reducing constrained optimiza- tion problems to unconstrained ones that will be suitable for sufficiently broad classes of optimization problems from both the theoretical and computational viewpoints. Some approaches for such a scheme are studied in this book. One of them is as follows: an unconstrained problem is constructed, where the objective function is a convolution of the objective and constraint functions of the original problem. While a linear convolution leads to a classical Lagrange function, different kinds of nonlinear convolutions lead to interesting generalizations. We shall call functions that appear as a convolution of the objective function and the constraint functions, Lagrange-type functions. |
| Illustrations: |
XIV, 286 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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