Lagrange multipliers and nonlinear programming

DOI10.1016/0022-247X(67)90028-5zbMath0154.44803MaRDI QIDQ2526613

James E. Falk

Publication date: 1967

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

operations research

Related Items (20)

A relaxed interior approach to nonlinear programming ⋮ Lagrangian coordination and analytical target cascading: Solving ATC-decomposed problems with Lagrangian duality ⋮ Non‐convex dual forms based on exponential intervening variables, with application to weight minimization ⋮ Exact penalty functions in nonlinear programming ⋮ Sequential approximate optimization using dual subproblems based on incomplete series expansions ⋮ Approximated approximations for SAO ⋮ First-order sequential convex programming using approximate diagonal QP subproblems ⋮ On convex transformability and the solution of nonconvex problems via the dual of Falk ⋮ Positive definite separable quadratic programs for non-convex problems ⋮ Penalty function versus non-penalty function methods for constrained nonlinear programming problems ⋮ On concave constraint functions and duality in predominantly black-and-white topology optimization ⋮ New overlapping coordination methodologies for large-scale optimization problems ⋮ Unconstrained duals to partially separable constrained programs ⋮ A quadratic approximation for structural topology optimization ⋮ The complementary unboundedness of dual feasible solution sets in convex programming ⋮ Convexification procedures and decomposition methods for nonconvex optimization problems ⋮ A survey of various tactics for generating Lagrangian multipliers in the context of Lagrangian duality ⋮ A theorem of the alternative with application to convex programming: optimality, duality, and stability ⋮ Structural shape optimization for the torsion problem using direct integration and \(B\)-splines ⋮ On sequential approximate simultaneous analysis and design in classical topology optimization

Cites Work

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• Duality and stability in extremum problems involving convex functions
• A Method of Solution for Quadratic Programs
• A Duality Theorem for Convex Programs
• A duality theorem for non-linear programming
• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• A relaxed interior approach to nonlinear programming
• Dual Programs [Letter to the Editor]

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