An Extension of Duality-Stability Relations to Nonconvex Optimization Problems

Erik J. Balder · SIAM Journal on Control and Optimization · 1977

By an effective extension of the conjugate function concept a general framework for duality-stability relations in nonconvex optimization problems can be studied. The results obtained show strong correspondences with the duality theory for convex minimization problems. In specializations to mathematical programming problems the canonical Lagrangian of the model appears as the extended Lagrangian considered in exterior penalty function methods.

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