Augmented Lagrangians

In the previous chapters we have studied duality relations by using Lagrange-type function. A different approach is based on the notion of a dualizing parameterization function and the corresponding augmented Lagrangian that is an augmented (nonlinear) version of the classical linear Lagrange function. An augmented Lagrangian, which is generated by the so-called canonical dualizing parameterization, can also be considered as a Lagrange-type function corresponding to a certain convolution function. However, augmented Lagrangians using a general dualizing parameterization function cannot be derived using convolution functions.