کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
843907 908569 2008 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An augmented Lagrangian approach with a variable transformation in nonlinear programming
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی (عمومی)
پیش نمایش صفحه اول مقاله
An augmented Lagrangian approach with a variable transformation in nonlinear programming
چکیده انگلیسی

Tangent cone and (regular) normal cone of a closed set under an invertible variable transformation around a given point are investigated, which lead to the concepts of θ−1θ−1-tangent cone of a set and θ−1θ−1-subderivative of a function. When the notion of θ−1θ−1-subderivative is applied to perturbation functions, a class of augmented Lagrangians involving an invertible mapping of perturbation variables are obtained, in which dualizing parameterization and augmenting functions are not necessarily convex in perturbation variables. A necessary and sufficient condition for the exact penalty representation under the proposed augmented Lagrangian scheme is obtained. For an augmenting function with an Euclidean norm, a sufficient condition (resp., a sufficient and necessary condition) for an arbitrary vector (resp., 0) to support an exact penalty representation is given in terms of θ−1θ−1-subderivatives. An example of the variable transformation applied to constrained optimization problems is given, which yields several exact penalization results in the literature.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis: Theory, Methods & Applications - Volume 69, Issue 7, 1 October 2008, Pages 2095–2113
نویسندگان
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