New Lagrangian formulations of the solution of nonsmooth and nonconvex problems
(R Burachik with J Dutta)
This project involves collaboration between two research institutions, which are UniSA and the National Institute for Pure and Applied Mathematics (IMPA), Brazil. The participants are R Burachik (UniSA), A. N. Iusem (IMPA), C. Yalcın Kaya (UniSA) and J. G. De Melo (IMPA).
We define new Lagrangian functions for nonconvex problems, such that strong duality properties are preserved. Our functions are defined both in finite and infinite dimensions. We also introduce new versions of the modified subgradient method, to devise new duality schemes for nonconvex optimization problems