Font Size: a A A

The augmented Lagrangian methods and applications

Posted on:2006-07-08Degree:Ph.DType:Thesis
University:Hong Kong Polytechnic University (People's Republic of China)Candidate:Zhou, Yu YingFull Text:PDF
GTID:2450390008471998Subject:Mathematics
Abstract/Summary:
The purpose of this thesis is to study a general augmented Lagrangian scheme for optimization and optimal control problems. We establish zero duality gap and exact penalty properties between a primal optimization problem and its augmented Lagrangian dual problem, and characterize local and global solutions for a class of non-Lipschitz penalty problems. We also obtain the existence of an optimal control for an optimal control problem governed by a variational inequality with monotone type mappings, and establish zero duality gap between this optimal control problem and its nonlinear Lagrangian dual problem.
Keywords/Search Tags:Lagrangian, Optimal control, Establish zero duality gap
Related items