Multipliers and general Lagrangians
Jean‐Paul Penot, Alexander M. Rubinov · Optimization · 2005
We combine a Lagrangian approach inspired by convex and quasiconvex dualities with a penalization approach to mathematical programming. We use the ideas of abstract convexity. We focus our attention on the set of multipliers. We look for an interpretation of multipliers as elements of generalized subdifferentials of the performance function associated with a dualizing parameterization of the given problem.