Duality in Convex Optimization for the Hyperbolic Augmented Lagrangian
Authors:
Autores
| Person role | Person | |
|---|---|---|
|
7068 |
2873,44,47,1834
|
|
|
7069 |
2873,44,47,1834
|
|
|
7070 |
2873,44,47,1834
|
|
|
7071 |
2873,44,47,1834
|
Informations:
Pesc publication
Title
Duality in Convex Optimization for the Hyperbolic Augmented Lagrangian
Research area
Mathematical Optimization
Publication type
Technical Report
Identification Number
ES-3018/21
Date
12/2021
Resumo
Garantimos a dualidade forte e a existência de um ponto sela para o lagrangiano hiperbólico aumentado. Experimentos numéricos são apresentados visando à ilustração dos resultados teóricos.
Abstract
We guarantee the strong duality and the existence of a saddle point of the hyperbolic augmented Lagrangian function (HALF) in convex optimization. In order to guarantee these results, we assume a set of convexity hypothesis and the Slater condition. Finally we computationally illustrate our theoretical results obtained in this work.
File