Lagrangian Optimization Methods for Nonlinear Programming
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Nedić, A. 2011. Lagrangian Optimization Methods for Nonlinear Programming. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
This article provides an overview of Lagrangian relaxation and its duality theory as applied to nonlinear optimization problems. Basic duality properties and Lagrangian saddle point results are discussed. Also, the algorithms for solving saddle point problems and dual problems are surveyed.
- lagrangian relaxation;
- duality theory;
- primal problem;
- constraint qualifications