应用数学2021，Vol.34Issue(4)：894-900,7.
半无限规划的增广拉格朗日对偶理论
Duality of Semi-infinite Programming via Augmented Lagrangian
摘要
Abstract
In this paper, we mainly study the dual problem of the nonconvex semi-infinite programming problem with inequality constraints. It is well known that there is usually a duality gap in constructing duality problem using the ordinary Lagrangian function. To eliminate the duality gap, we construct an augmented Lagrangian function, then discuss its duality. Under reasonable assumptions, the strong duality theorem between the primal problem and the augmented Lagrangian dual problem holds. Finally, an example is given to verify the presented results.关键词
半无限规划/非凸性/对偶性/增广拉格朗日函数Key words
Semi-infinite programming/Nonconvex/Duality/Augmented Lagrangian /function分类
数理科学引用本文复制引用
苏珂,王晨,林雨萌..半无限规划的增广拉格朗日对偶理论[J].应用数学,2021,34(4):894-900,7.基金项目
Supported by Post-graduate's Innovation Fund Project of Hebei Universi-ty(hbu2020ss043),Hebei Provience Nature Science Foundation of China(A2018201172) （hbu2020ss043）
