عنوان

Lagrange-type Functions in Constrained Non-Convex Optimization

(Number (ISBN

9781441991720

(Number (ISBN

9781461348214

Number

b403097

Title Proper

Lagrange-type Functions in Constrained Non-Convex Optimization

General Material Designation

[Book]

First Statement of Responsibility

by Alexander Rubinov, Xiaoqi Yang.

Place of Publication, Distribution, etc.

Boston, MA :

Name of Publisher, Distributor, etc.

Imprint: Springer,

Date of Publication, Distribution, etc.

2003.

Series Title

Applied Optimization,

Volume Designation

85

ISSN of Series

1384-6485 ;

Text of Note

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.

International Standard Book Number

9781461348214

Title

Springer eBooks

Discrete groups.

Mathematical optimization.

Mathematics.

Rubinov, Alexander.

Yang, Xiaoqi.

SpringerLink (Online service)

Date of Transaction

20190307154800.0

Electronic name

[Book]

Y