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Approximate Augmented Lagrangian Functions and Nonlinear Semidefinite Programs

โœ Scribed by X. X. Huang; K. L. Teo; X. Q. Yang


Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2006
Tongue
English
Weight
220 KB
Volume
22
Category
Article
ISSN
1439-7617

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On the approximate augmented Lagrangian
โœ Yong-Jin Liu; Li-Wei Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 298 KB

This paper studies the approximate augmented Lagrangian for nonlinear symmetric cone programming. The analysis is based on some results under the framework of Euclidean Jordan algebras. We formulate the approximate Lagrangian dual problem and study conditions for approximate strong duality results a