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The first order condition for composite optimization problems based onreformulationof the augmented Lagrangian

عنوان مقاله: The first order condition for composite optimization problems based onreformulationof the augmented Lagrangian
شناسه ملی مقاله: CRSTCONF01_565
منتشر شده در کنفرانس بین المللی پژوهش در علوم و تکنولوژی در سال 1394
مشخصات نویسندگان مقاله:

Mina Miahi - Department of Mathematic, Tafresh Universitys, Tafresh, Iran
Esmaeil Nazari - Department of Mathematic, Tafresh Universitys, Tafresh,
Mehdi Ramezani - Department of Mathematic, Tafresh Universitys, Tafresh, Iran
Moloud Miahi - Fakhr razi Universitys, Saveh, Iran

خلاصه مقاله:
Optimization problems with abstract constraints given in a form of set inclusions have attracted a great deal of attention in recent years. This kind of optimization problems provides a unified framework for several important optimization problems, such as nonlinear programming, semidefinite programming, and second-order cone programming. Augmented Lagrangian play a key role in primal-dual methods for solving nonlinear programming. In this paper, we study the first order condition for the existence of Lagrange multipliers are presented for composite optimization problems. Analysis is based on Augmented Lagrangian formulation of this function. We also study the relations between if first order condition and this new Augmented Lagrangian multiplier

کلمات کلیدی:
Augmented Lagrange multiplier, Moreau envelope, Firs-order condition

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/446956/