On the minimization of quadratic functions with bilinear constraints via augmented Lagrangians (Q580184): Difference between revisions
From MaRDI portal
Removed claims |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Luciano Carotenuto / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Giancarlo Raiconi / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A New Class of Augmented Lagrangians in Nonlinear Programming / rank | |||
Normal rank | |||
Latest revision as of 11:16, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the minimization of quadratic functions with bilinear constraints via augmented Lagrangians |
scientific article |
Statements
On the minimization of quadratic functions with bilinear constraints via augmented Lagrangians (English)
0 references
1987
0 references
The minimization of a quadratic function subject to bilinear constraints is proven to be equivalent to the unconstrained minimization of an augmented Lagrangian of the type introduced by \textit{G. di Pillo} and \textit{L. Grippo} [SIAM J. Control Optimization 17, 618-628 (1979; Zbl 0418.90077)], under assumptions weaker than those used in the general case. Two applications are reported: the parameter identification problem for a discrete linear system and the optimal control of a bilinear discrete system.
0 references
quadratic function
0 references
bilinear constraints
0 references
unconstrained minimization
0 references
augmented Lagrangian
0 references
parameter identification
0 references
discrete linear system
0 references
optimal control of a bilinear discrete system
0 references
