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Lagrangian Optimization Methods for Nonlinear Programming

  1. Angelia Nedić

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0979

Wiley Encyclopedia of Operations Research and Management Science

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. .

Author Information

  1. University of Illinois at Urbana-Champaign, Department of Industrial and Enterprise Systems Engineering, Urbana, Illinois

Publication History

  1. Published Online: 15 FEB 2011

Abstract

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.

Keywords:

  • lagrangian relaxation;
  • duality theory;
  • primal problem;
  • constraint qualifications