Lagrange optimality system for a class of nonsmooth convex optimization

In this paper, we revisit the augmented Lagrangian method for a class of nonsmooth convex optimization. We present the Lagrange optimality system of the augmented Lagrangian associated with the problems, and establish its connections with the standard optimality condition and the saddle point condition of the augmented Lagrangian, which provides a powerful tool for developing numerical algorithms. We apply a linear Newton method to the Lagrange optimality system to obtain a novel algorithm applicable to a variety of nonsmooth convex optimization problems arising in practical applications. Under suitable conditions, we prove the nonsingularity of the Newton system and the local convergence of the algorithm.Comment: 19 page

A note on "A LP-based heuristic for a time-constrained routing problem"

In their paper, Avella et al. (2006) investigate a time-constrained routing problem. The core of the proposed solution approach is a large-scale linear program that grows both row- and column-wise when new variables are introduced. Thus, a column-and-row generation algorithm is proposed to solve this linear program optimally, and an optimality condition is presented to terminate the column-and-row generation algorithm. We demonstrate by using Lagrangian duality that this optimality condition is incorrect and may lead to a suboptimal solution at termination

Hahn's Symmetric Quantum Variational Calculus

We introduce and develop the Hahn symmetric quantum calculus with applications to the calculus of variations. Namely, we obtain a necessary optimality condition of Euler-Lagrange type and a sufficient optimality condition for variational problems within the context of Hahn's symmetric calculus. Moreover, we show the effectiveness of Leitmann's direct method when applied to Hahn's symmetric variational calculus. Illustrative examples are provided.Comment: This is a preprint of a paper whose final and definite form will appear in the international journal Numerical Algebra, Control and Optimization (NACO). Paper accepted for publication 06-Sept-201