Some Results about Duality and Exact Penalization

Abstract

In this paper, we introduce the concept of the valley at 0 augmenting function and apply it to construct a class of valley at 0 augmented Lagrangian functions. We establish the existence of a path of optimal solutions generated by valley at 0 augmented Lagrangian problems and its convergence toward the optimal set of the original problem and obtain the zero duality gap property between the primal problem and the valley at 0 augmented Lagrangian dual problem. Moreover, we establish the exact penalization representation results in the framework of valley at 0 augmented Lagrangian.