Abstract
In this paper, we mainly consider the augmented Lagrangian duality theory and explore second-order conditions for the existence of augmented Lagrange multipliers for eigenvalue composite optimization problems. In the approach, we reformulate the augmented Lagrangian introduced by Rockafellar into a new form in terms of the Moreau envelope function and characterize second-order conditions via the epi-derivatives of the augmented Lagrangian.
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Acknowledgments
The authors wish to thank Boris S. Mordukhovich for his careful reading and constructive remarks.
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Wen Song, the research of the second author was partly supported by the National Natural Sciences Grant (No. 11371116) and by the Foundation of Heilongjiang Provincial Educational Department (No. 12521147).
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Kan, C., Song, W. Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems. J Glob Optim 63, 77–97 (2015). https://doi.org/10.1007/s10898-015-0273-8
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DOI: https://doi.org/10.1007/s10898-015-0273-8