Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization
From MaRDI portal
Publication:3955173
DOI10.1287/MOOR.6.3.424zbMath0492.90073OpenAlexW2139160710MaRDI QIDQ3955173
Publication date: 1981
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.6.3.424
Lagrange multipliersnormal conenonconvex functionsaddle pointslower semicontinuous functionaugmented Lagrangianproximal normalgeneralized set of subgradientslimits of proximal subgradientsneighboring problemsparametrized nonlinear programming
Related Items (59)
Calculus rules of generalized \(\epsilon\)-subdifferential for vector valued mappings and applications ⋮ Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder) ⋮ Subdifferential properties for a class of minimal time functions with moving target sets in normed spaces ⋮ Properties of generalized differentials ⋮ Variational analysis in nonreflexive spaces and applications to control problems with l1 perturbations ⋮ A nonsmooth version of Newton's method ⋮ Integration of subdifferentials of nonconvex functions ⋮ MULTISYMPLECTIC VARIATIONAL INTEGRATORS FOR NONSMOOTH LAGRANGIAN CONTINUUM MECHANICS ⋮ Extensions of subgradient calculus with applications to optimization ⋮ On piecewise quadratic Newton and trust region problems ⋮ On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces ⋮ Unnamed Item ⋮ Subdifferentials of a minimal time function in normed spaces ⋮ Lipschitzian stability of constraint systems and generalized equations ⋮ Absolutely continuous subgradients of nonconvex integral functionals ⋮ Semicontinuous solutions for Hamilton-Jacobi equations and the \(L^ \infty\)-control problem ⋮ Discontinuous solutions of Hamilton-Jacobi equations on networks ⋮ An augmented Lagrangian based semismooth Newton method for a class of bilinear programming problems ⋮ Some properties of second-order weak subdifferentials ⋮ Proximal and Fréchet normal formulae for some small normal cones in Hilbert space ⋮ \(E\)-subdifferential of \(E\)-convex functions and its applications to minimization problem ⋮ A measurable upper semicontinuous viability theorem for tubes ⋮ An infinite class of convex tangent cones ⋮ Hamilton–Jacobi–Bellman Equations ⋮ The proximal normal formula in Hilbert space ⋮ Stable representation of convex Hamiltonians ⋮ Subdifferential properties of the minimal time function of linear control systems ⋮ Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria ⋮ Tangency and differentiation: Marginal functions ⋮ Nonsmooth sequential analysis in Asplund spaces ⋮ Prox-regular functions in variational analysis ⋮ Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon ⋮ Shrinking generalized gradients ⋮ Necessary conditions for constrained optimization problems with semicontinuous and continuous data ⋮ Infinite horizon problems on stratifiable state-constraints sets ⋮ Subdifferential representation formula and subdifferential criteria for the behavior of nonsmooth functions ⋮ The use of metric graphical regularity in approximate subdifferential calculus rules in finite dimensions ⋮ Representation of weak solutions of convex Hamilton-Jacobi-Bellman equations on infinite horizon ⋮ Approximate subgradients and coderivatives in \(R^ n\) ⋮ Mean Value Property and Subdifferential Criteria for Lower Semicontinuous Functions ⋮ Dualization of subgradient conditions for optimality ⋮ A Smooth Variational Principle With Applications to Subdifferentiability and to Differentiability of Convex Functions ⋮ Weak-subdifferentials for vector functions and applications to multiobjective semi-infinite optimization problems ⋮ Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations ⋮ Subgradient monotonicity and convex functions ⋮ The Minimum Time Function for the Controlled Moreau's Sweeping Process ⋮ Approximation and regularization of Lipschitz functions: Convergence of the gradients ⋮ Generalized weak subdifferentials ⋮ On the equivalence of some basic principles in variational analysis ⋮ Optimality conditions for vector optimization problems ⋮ Strong subdifferentials: theory and applications in nonconvex optimization ⋮ Characterization of Clarke's tangent and normal cones in finite and infinite dimensions ⋮ Marginal values and second-order necessary conditions for optimality ⋮ Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints ⋮ Value functions for Bolza problems with discontinuous Lagrangians and Hamilton-Jacobi inequalities ⋮ On the theory of subdifferentials ⋮ Variational pairs and applications to stability in nonsmooth analysis. ⋮ The envelope theorem in dynamic optimization ⋮ The size of the Dini subdifferential
This page was built for publication: Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization