针对一般的非线性规划问题,利用某些Lagrange型函数给出了一类Lagrangian对偶问题的一般模型,并证明它与原问题之间存在零对偶间隙.针对具体的一类增广Lagrangian对偶问题以及几类由非线性卷积函数构成的Lagrangian对偶问题,详细讨论了零对偶间隙的存在性.进一步,讨论了在最优路径存在的前提下,最优路径的收敛性质.
In this paper, we propose a general model of a class of Lagrangian dual problem for the general nonlinear programming problem with respect to some Lagrangetype functions. We obtain that the zero duality gap exists between this class of Lagrangian dual problem and the primal problem. We discuss detailedly the existence of the zero duality gap for a class of augmented Lagrangian problem, and several classes of nonlinear convolution Lagrangian dual problems. Finally, we discuss the convergence of optimal path.