Some properties of the augmented Lagrangian in cone constrained optimization

Some properties of the augmented Lagrangian in cone constrained optimization

10.1287/moor.1040.0103

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Bibliographic Details
Main Authors: Shapiro, A., Sun, J.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2013
Subjects:
Augmented Lagrangian
Cone constraints
Conjugate duality
Duality gap
Lagrange multipliers
Sensitivity analysis
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44110
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Institution: National University of Singapore
Description
Summary:10.1287/moor.1040.0103

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