Strong duality and exact penalization for general augmented lagrangians

Jefferson Melo | Burachik, Regina | Iusem, Alfredo

Keywords: general augmented Lagrangians | abstract convexity | duality

We consider the problem of minimizing an extended real-valued function defined in a Hausdorff topological space. We study the dual problem induced by a general augmented Lagrangian function. Under a simple set of assumptions on this function, we obtain strong duality and existence of exact penalty parameters via an abstract convexity approach. We show that every cluster point of a sub-optimal path related to the dual problem is a primal solution. Our assumptions are more general than those recently considered in the related literature.

Anexos:

• regina9n.pdf