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论文类型：期刊论文
发表时间：2008-03-01
发表刊物：NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS
收录刊物：SCIE、EI
卷号：68
期号：5
页面范围：1210-1225
ISSN号：0362-546X
关键字：approximate augmented Lagrangian; nonlinear symmetric cone programming; Eclidean Jordan algebras; duality; exact penalty
摘要：This paper studies the approximate augmented Lagrangian for nonlinear symmetric cone programming. The analysis is based on some results under the framework of Euclidean Jordan algebras. We formulate the approximate Lagrangian dual problem and study conditions for approximate strong duality results and an approximate exact penalty representation. We also show, under Robinson's constraint qualification, that the sequence of stationary points of the approximate augmented Lagrangian problems converges to a stationary point of the original nonlinear symmetric cone programming. (c) 2007 Elsevier Ltd. All rights reserved.