On the absence of duality gap for Lagrange-type functions

Regina Sandra Burachik; Alex Rubinov

doi:10.3934/jimo.2005.1.33

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2005, Volume 1, Issue 1: 33-38. Doi: 10.3934/jimo.2005.1.33

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On the absence of duality gap for Lagrange-type functions

Regina Sandra Burachik^1, and
Alex Rubinov^2,

1.
Engenharia de Sistemas e Computacao/COPPE, Universidade Federal do Rio de Janeiro, Rio de Janeiro
2.
School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat

Received: June 30, 2004

Revised: November 30, 2004

Published: December 2004

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Abstract

Given a generic dual program we discuss the absence of duality gap for a family of Lagrange-type functions. We obtain necessary conditions that become sufficient ones under some additional assumptions. We also give examples of Lagrange-type functions for which this sufficient conditions hold.

Keywords:

Nonconvex programming; nonsmooth optimization; Lagrange-type functions; augmented Lagrangians.

Mathematics Subject Classification: 90C26; 49M29; 49M37; 90C90.

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