Approximation procedures based on the method of multipliers

DOI10.1007/BF00933293MaRDI QIDQ1233814zbMATH OpenOpenAlexFDO

Authors Dimitri P. Bertsekas

Publication date 1977

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00933293

Mathematics Subject Classification ID

Approximation by arbitrary linear expressions (41A45) Numerical methods in optimal control (49M99) Nonlinear programming (90C30)

Cites work

• A new algorithm for solution of resistive networks involving diodes
• Algorithms for a class of nondifferentiable problems
• Convex Analysis
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• Multiplier and gradient methods
• Multiplier methods: A survey
• On Penalty and Multiplier Methods for Constrained Minimization
• The multiplier method of Hestenes and Powell applied to convex programming

Cited in

(19)

• Generic algorithm for generalized fractional programming
• A quadratic approximation method for minimizing a class of quasidifferentiable functions
• Algorithms for a class of nondifferentiable problems
• An algorithm for convex constrained minimax optimization based on duality
• Multiplier methods: A survey
• Regularized smoothing approximations to vertical nonlinear complementarity problems
• Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
• Guaranteed deterministic approach to superhedging: a numerical experiment
• Flattened aggregate function method for nonlinear programming with many complicated constraints
• A smoothing iterative method for the finite minimax problem
• Algorithm of uniform filling of nonlinear dynamic system reachable set based on maximin problem solution
• Entropy function-based algorithms for solving a class of nonconvex minimization problems
• Decomposition methods based on augmented Lagrangians: a survey
• Randomized search directions in descent methods for minimizing certain quasidifferentiable functions
• Inexact smoothing method for large scale minimax optimization
• Accelerated first-order optimization under nonlinear constraints
• Log-exponential approximation in semi-infinite programming: a variational approach
• On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems
• An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems

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