Existence of Generalized Augmented Lagrange Multipliers for Constrained Optimization Problems

Abstract

The augmented Lagrange multiplier as an important concept in duality theory for optimization problems is extended in this paper to generalized augmented Lagrange multipliers by allowing a nonlinear support for the augmented perturbation function. The existence of generalized augmented Lagrange multipliers is established by perturbation analysis. Meanwhile, the relations among generalized augmented Lagrange multipliers, saddle points, and zero duality gap property are developed.