Please use this identifier to cite or link to this item:
|Title:||Moreau-Yosida regularization of Lagrangian-dual functions for a class of convex optimization problems||Authors:||Meng, F.||Keywords:||Lagrangian dual
Piecewise C k functions
|Issue Date:||Jul-2009||Citation:||Meng, F. (2009-07). Moreau-Yosida regularization of Lagrangian-dual functions for a class of convex optimization problems. Journal of Global Optimization 44 (3) : 375-394. ScholarBank@NUS Repository. https://doi.org/10.1007/s10898-008-9333-7||Abstract:||In this paper, we consider the Lagrangian dual problem of a class of convex optimization problems, which originates from multi-stage stochastic convex nonlinear programs. We study the Moreau-Yosida regularization of the Lagrangian-dual function and prove that the regularized function η is piecewise C 2, in addition to the known smoothness property. This property is then used to investigate the semismoothness of the gradient mapping of the regularized function. Finally, we show that the Clarke generalized Jacobian of the gradient mapping is BD-regular under some conditions. © 2008 Springer Science+Business Media, LLC.||Source Title:||Journal of Global Optimization||URI:||http://scholarbank.nus.edu.sg/handle/10635/115816||ISSN:||09255001||DOI:||10.1007/s10898-008-9333-7|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Apr 10, 2021
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.