Dynamic programming and penalty functions

DOI10.1016/0022-247X(90)90123-WMaRDI QIDQ749459zbMATH OpenFDO

Authors D. Kharzeev

Publication date 1990

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

zbMATH Keywords

Minkowski inequalityarithmetic-geometric inequalityaugmentable methodHölder inequality

Mathematics Subject Classification ID

Dynamic programming (90C39) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Inequalities for sums, series and integrals (26D15) Numerical methods of relaxation type (49M20)

Recommendations

• Dynamic programming and the Lagrange multipliers
• Dynamic programming and inequalities
• The principle and models of dynamic programming
• Penalty function solutions to optimal control problems with general constraints via a dynamic optimisation method
• On penalty function methods for nonlinear programming problems

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Cited in

(5)

• A dynamic penalty function method for the solution of structural optimization problems
• Solving NLP problems with dynamic system approach based on smoothed penalty function
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• scientific article; zbMATH DE number 1985615 (Why is no real title available?)
• Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method

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