American Institute of Mathematical Sciences

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January  2005, 1(1): 33-38. doi: 10.3934/jimo.2005.1.33

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, Brazil
2. 

School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat, Australia

Received  July 2004 Revised  December 2004 Published  January 2005

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; 90C9.
Citation: Regina Sandra Burachik, Alex Rubinov. On the absence of duality gap for Lagrange-type functions. Journal of Industrial and Management Optimization, 2005, 1 (1) : 33-38. doi: 10.3934/jimo.2005.1.33
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