ABSTRACT
In Chapter Four, the conventional Lagrangian function used for solving constrained optimization problems is a linear combination of the cost and constraint functions. Optimality conditions based on the linear Lagrangian theory typically are either necessary, or sufficient, but not both unless the underlying cost and constraint functions are also convex. Recently a more general Lagrangian function is defined in [S4]. This is a unified approach of the conventional Lagrangian duality and the surrogate duality [SZ], 1531.
