Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
From MaRDI portal
Publication:4891017
DOI10.1137/S0363012994273465zbMath0878.49012MaRDI QIDQ4891017
Publication date: 27 August 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Nonsmooth analysis (49J52) Optimality conditions for free problems in two or more independent variables (49K10)
Related Items (58)
A new accelerated positive-indefinite proximal ADMM for constrained separable convex optimization problems ⋮ Regularized robust optimization: the optimal portfolio execution case ⋮ Remarks on necessary conditions for minimizers of one-dimensional variational problems ⋮ Stroboscopic strategy in the method of resolving functions for game control problems with terminal payoff function ⋮ Lagrange-type duality in DC programming problems with equivalent DC inequalities ⋮ Approximate KKT points and a proximity measure for termination ⋮ Primal-dual interior-point method for an optimization problem related to the modeling of atmospheric organic aerosols ⋮ Distributed caching over heterogeneous mobile networks ⋮ The degrees of freedom of partly smooth regularizers ⋮ Identification for control: Optimal input intended to identify a minimum variance controller ⋮ Infinite-dimensional reductive monoids associated to highest weight representations of Kac-Moody groups ⋮ Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time ⋮ Distance majorization and its applications ⋮ Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications ⋮ Extensions of Gauss quadrature via linear programming ⋮ Liquidity-adjusted risk measures ⋮ Discussion: Latent variable graphical model selection via convex optimization ⋮ Rejoinder: Latent variable graphical model selection via convex optimization ⋮ Maximum Principles for Optimal Control Problems with Differential Inclusions ⋮ The optimal strategy for a bioeconomical model of a harvesting renewable resource problem. ⋮ Solving dual problems using a coevolutionary optimization algorithm ⋮ Generalized Euler-Lagrange equation for nonsmooth calculus of variations ⋮ Smoothing proximal gradient method for general structured sparse regression ⋮ On improved predictive density estimation with parametric constraints ⋮ Optimization of SMES and superconducting magnets with a derivative free deterministic method. ⋮ Local linear regression for functional data ⋮ Supermartingales in Prediction with Expert Advice ⋮ Global optimization of bounded factorable functions with discontinuities ⋮ Concurrence revisited ⋮ CVaR norm and applications in optimization ⋮ Maximal solutions of sparse analysis regularization ⋮ Quasi-equilibrium grid algorithm: geometric construction for model reduction ⋮ Polynomial-time algorithms for submodular Laplacian systems ⋮ Smooth strongly convex interpolation and exact worst-case performance of first-order methods ⋮ Semi-continuous network flow problems ⋮ Total cyclic variation and generalizations ⋮ Dualization of the Euler and Hamiltonian inclusions ⋮ Primal-dual interior-point method for thermodynamic gas-particle partitioning ⋮ Segmentation of ARX-models using sum-of-norms regularization ⋮ Necessary conditions for the neutral problem of Bolza with continuously varying time delay ⋮ Good formal structures for flat meromorphic connections. I: Surfaces ⋮ Exactness of sums of squares relaxations involving \(3\times 3\) matrices and Lorentz cones ⋮ Optimal control of evolution inclusions ⋮ Optimal control of nonautonomous functional-differential inclusions of neutral type ⋮ Optimal control of delay systems with differential and algebraic dynamic constraints ⋮ Latent variable graphical model selection via convex optimization ⋮ On the numerical solution of some eikonal equations: an elliptic solver approach ⋮ Sharp oracle inequalities for low-complexity priors ⋮ Optimal control of difference, differential, and differential-difference inclusions ⋮ Semidefinite Representations of Noncompact Convex Sets ⋮ Discussion: Latent variable graphical model selection via convex optimization ⋮ Discussion: Latent variable graphical model selection via convex optimization ⋮ Discussion: Latent variable graphical model selection via convex optimization ⋮ Discussion: Latent variable graphical model selection via convex optimization ⋮ Discussion: Latent variable graphical model selection via convex optimization ⋮ When terminal facelift enforces delta constraints ⋮ Ground-state spaces of frustration-free Hamiltonians ⋮ Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization
This page was built for publication: Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
