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Cristinca Fulga: Local Convexification of the Lagrangian Function for Nonlinear Nonconvex Optimization, p.239-245

Abstract:

In this paper, we are concerned with a differentiable nonlinear programming problem with inequality constraints. By using an equivalent transformation of the constrained optimization problem we establish the local convexity of the Lagrangian function of the transformed equivalent problem. Zero duality gap is thus guaranteed when the primal-dual method is applied to the constructed equivalent form.

Key Words: Nonconvex Optimization, Lagrangian Function, Local Convexification.

2000 Mathematics Subject Classification: Primary: 90C30,
Secondary: 90C26.

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