摘要
Approximate Augmented Lagrangian Functions and Nonlinear Semidefinite Programs X.X.HUANG K.L.TEO X.Q.YANG Abstract In this paper,an approximate augmented Lagrangian function for nonlinear semidefinite programs is introduced.Some basic properties of the approximate augmented La- grange function such as monotonicity and convexity are discussed.Necessary and sufficient conditions for approximate strong duality results are derived.Conditions for an approximate ex- act penalty representation in the framework of augmented Lagrangian are given.Under certain conditions,it is shown that any limit point of a sequence of stationary points of approximate augmented Lagrangian problems is a KKT point of the original semidefinite program and that a sequence of optimal solutions to augmented Lagrangian problems converges to a solution of the original semidefinite program.
出处
《数学学报（中文版）》
SCIE
CSCD
北大核心
2006年第6期1441-1447,共7页
Acta Mathematica Sinica：Chinese Series
