Augmented Lagrangians which are quadratic in the multiplier
作者： P. T. Boggs , J. W. Tolle
DOI: 10.1007/BF00934785
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摘要: We present a class of new augmented Lagrangian functions with the essential property that each member is concave quadratic when viewed as function multiplier. This leads to an improved duality theory and related exact penalty functions. In addition, relationship between Newton steps for classical Lagrangians established.
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sci-hub.se 参考文章(9)
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