Pages that link to "Item:Q1417730"

The following pages link to Lagrange-type functions in constrained non-convex optimization. (Q1417730):

Displaying 50 items.

• Optimality conditions for semi-infinite and generalized semi-infinite programs via lower order exact penalty functions (Q301732) (← links)
• Extended shift-splitting preconditioners for saddle point problems (Q344248) (← links)
• Unified duality theory for constrained extremum problems. I: Image space analysis (Q398642) (← links)
• Unified duality theory for constrained extremum problems. II: Special duality schemes (Q398643) (← links)
• Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters (Q442809) (← links)
• Optimization of Cauchy problem for partial differential inclusions of parabolic type (Q457169) (← links)
• Calmness and exact penalization in vector optimization under nonlinear perturbations (Q463002) (← links)
• A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
• On power penalty methods for linear complementarity problems arising from American option pricing (Q496599) (← links)
• A box-constrained differentiable penalty method for nonlinear complementarity problems (Q496621) (← links)
• Variational analysis on local sharp minima via exact penalization (Q505627) (← links)
• Exact augmented Lagrangian duality for mixed integer linear programming (Q507329) (← links)
• Second-order analysis of penalty function (Q604260) (← links)
• Duality and exact penalization for general augmented Lagrangians (Q607892) (← links)
• Optimal control of Cauchy problem for first-order discrete and partial differential inclusions (Q619224) (← links)
• Augmented Lagrangian functions for constrained optimization problems (Q656835) (← links)
• Canonical dual approach to solving the maximum cut problem (Q693126) (← links)
• Saddle points of general augmented Lagrangians for constrained nonconvex optimization (Q695341) (← links)
• Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property (Q721143) (← links)
• Augmented Lagrangian methods for nonlinear programming with possible infeasibility (Q746818) (← links)
• Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming (Q836067) (← links)
• Unified theory of augmented Lagrangian methods for constrained global optimization (Q839330) (← links)
• Calmness and exact penalization in vector optimization with cone constraints (Q853669) (← links)
• Convergence analysis of a class of penalty methods for vector optimization problems with cone constraints (Q858574) (← links)
• To be fair or efficient or a bit of both (Q925820) (← links)
• Separation approach for augmented lagrangians in Constrained nonconvex optimization (Q963656) (← links)
• Lower-order penalization approach to nonlinear semidefinite programming (Q995945) (← links)
• Duality and penalization in optimization via an augmented Lagrangian function with applications (Q1024250) (← links)
• Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
• Canonical duality for box constrained nonconvex and nonsmooth optimization problems (Q1665441) (← links)
• Image space analysis to Lagrange-type duality for constrained vector optimization problems with applications (Q1670128) (← links)
• Constrained extremum problems, regularity conditions and image space analysis. I: The scalar finite-dimensional case (Q1670129) (← links)
• Exact penalization and necessary optimality conditions for multiobjective optimization problems with equilibrium constraints (Q1724601) (← links)
• Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
• A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness (Q1752649) (← links)
• Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
• Saddle point and exact penalty representation for generalized proximal Lagrangians (Q1928261) (← links)
• An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians (Q1955564) (← links)
• Existence of local saddle points for a new augmented Lagrangian function (Q1958815) (← links)
• Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates (Q2128773) (← links)
• A primal dual modified subgradient algorithm with sharp Lagrangian (Q2268932) (← links)
• A new augmented Lagrangian approach to duality and exact penalization (Q2269591) (← links)
• First- and second-order necessary conditions via exact penalty functions (Q2349834) (← links)
• Augmented Lagrangian duality for composite optimization problems (Q2349837) (← links)
• Existence of augmented Lagrange multipliers for semi-infinite programming problems (Q2363568) (← links)
• Power penalty method for a linear complementarity problem arising from American option valuation (Q2370044) (← links)
• Convergence analysis of power penalty method for American bond option pricing (Q2393070) (← links)
• Convergence of a class of penalty methods for constrained scalar set-valued optimization (Q2393088) (← links)
• A Lagrange penalty reformulation method for constrained optimization (Q2458913) (← links)
• Unified nonlinear Lagrangian approach to duality and optimal paths (Q2465457) (← links)