Some properties of the augmented Lagrangian in cone constrained optimization

10.1287/moor.1040.0103

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Main Authors: Shapiro, A., Sun, J.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2013
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/44110
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-441102023-10-26T07:31:23Z Some properties of the augmented Lagrangian in cone constrained optimization Shapiro, A. Sun, J. DECISION SCIENCES Augmented Lagrangian Cone constraints Conjugate duality Duality gap Lagrange multipliers Sensitivity analysis 10.1287/moor.1040.0103 Mathematics of Operations Research 29 3 479-491 MORED 2013-10-09T03:27:07Z 2013-10-09T03:27:07Z 2004 Article Shapiro, A., Sun, J. (2004). Some properties of the augmented Lagrangian in cone constrained optimization. Mathematics of Operations Research 29 (3) : 479-491. ScholarBank@NUS Repository. https://doi.org/10.1287/moor.1040.0103 0364765X http://scholarbank.nus.edu.sg/handle/10635/44110 000224311900004 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Augmented Lagrangian
Cone constraints
Conjugate duality
Duality gap
Lagrange multipliers
Sensitivity analysis
spellingShingle Augmented Lagrangian
Cone constraints
Conjugate duality
Duality gap
Lagrange multipliers
Sensitivity analysis
Shapiro, A.
Sun, J.
Some properties of the augmented Lagrangian in cone constrained optimization
description 10.1287/moor.1040.0103
author2 DECISION SCIENCES
author_facet DECISION SCIENCES
Shapiro, A.
Sun, J.
format Article
author Shapiro, A.
Sun, J.
author_sort Shapiro, A.
title Some properties of the augmented Lagrangian in cone constrained optimization
title_short Some properties of the augmented Lagrangian in cone constrained optimization
title_full Some properties of the augmented Lagrangian in cone constrained optimization
title_fullStr Some properties of the augmented Lagrangian in cone constrained optimization
title_full_unstemmed Some properties of the augmented Lagrangian in cone constrained optimization
title_sort some properties of the augmented lagrangian in cone constrained optimization
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/44110
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