Lagrange-type functions in constrained non-convex optimization.
From MaRDI portal
Recommendations
- Lagrange-type functions in constrained optimization
- Nonlinear Lagrangian methods in constrained nonlinear optimization.
- A nonlinear Lagrangian for constrained optimization problems
- Nonlinear Lagrangian theory for nonconvex optimization.
- A nonlinear Lagrangian approach to constrained optimization problems
- Approximate optimal solutions and nonlinear Lagrangian functions.
- General lagrange-type functions in constrained global optimization part II: Exact auxiliary functions
- scientific article; zbMATH DE number 1488897
- General lagrange-type functions in constrained global optimization Part I: auxiliary functions and optimality conditions
- Nonlinear Lagrangian functions and applications to semi-infinite programs
Cited in
(70)- Duality and penalization in optimization via an augmented Lagrangian function with applications
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs
- Lagrange-type functions in constrained optimization
- Canonical duality for box constrained nonconvex and nonsmooth optimization problems
- Image space analysis to Lagrange-type duality for constrained vector optimization problems with applications
- Constrained extremum problems, regularity conditions and image space analysis. I: The scalar finite-dimensional case
- Exact penalization and necessary optimality conditions for multiobjective optimization problems with equilibrium constraints
- Power penalty approach to American options pricing under regime switching
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
- Applying a power penalty method to numerically pricing American bond options
- On the absence of duality gap for Lagrange-type functions
- Saddle point and exact penalty representation for generalized proximal Lagrangians
- An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
- Existence of local saddle points for a new augmented Lagrangian function
- Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates
- A primal dual modified subgradient algorithm with sharp Lagrangian
- A new augmented Lagrangian approach to duality and exact penalization
- First- and second-order necessary conditions via exact penalty functions
- Augmented Lagrangian duality for composite optimization problems
- Existence of augmented Lagrange multipliers for semi-infinite programming problems
- Power penalty method for a linear complementarity problem arising from American option valuation
- Convergence analysis of power penalty method for American bond option pricing
- Convergence of a class of penalty methods for constrained scalar set-valued optimization
- A Lagrange penalty reformulation method for constrained optimization
- Unified nonlinear Lagrangian approach to duality and optimal paths
- A geometric framework for nonconvex optimization duality using augmented Lagrangian functions
- Isolated calmness and sharp minima via Hölder graphical derivatives
- Nonlinear Lagrangian methods in constrained nonlinear optimization.
- General lagrange-type functions in constrained global optimization Part I: auxiliary functions and optimality conditions
- General lagrange-type functions in constrained global optimization part II: Exact auxiliary functions
- On throughput maximization problem for UWB-based sensor networks via reformulation-linearization technique
- Characterizing FJ and KKT conditions in nonconvex mathematical programming with applications
- Optimality conditions for semi-infinite and generalized semi-infinite programs via lower order exact penalty functions
- Calmness and Stability Properties of Marginal and Performance Functions
- Extended shift-splitting preconditioners for saddle point problems
- The corrected Uzawa method for solving saddle point problems.
- The nonlinear and augmented Lagrangians for nonconvex optimization problems with a single constraint
- Canonical duality theory: connections between nonconvex mechanics and global optimization
- Unified duality theory for constrained extremum problems. I: Image space analysis
- Unified duality theory for constrained extremum problems. II: Special duality schemes
- Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
- Optimization of Cauchy problem for partial differential inclusions of parabolic type
- Calmness and exact penalization in vector optimization under nonlinear perturbations
- An exact lower order penalty function and its smoothing in nonlinear programming
- Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
- A penalty approximation method for a semilinear parabolic double obstacle problem
- On power penalty methods for linear complementarity problems arising from American option pricing
- A box-constrained differentiable penalty method for nonlinear complementarity problems
- Optimality conditions for efficient solutions of nonconvex constrained multiobjective optimization problems via image space analysis
- Variational analysis on local sharp minima via exact penalization
- Exact augmented Lagrangian duality for mixed integer linear programming
- Lower order calmness and exact penalty function
- Extended Lagrange and penalty functions in optimization
- Second-order analysis of penalty function
- Duality and exact penalization for general augmented Lagrangians
- Optimal control of Cauchy problem for first-order discrete and partial differential inclusions
- Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
- Augmented Lagrangian functions for constrained optimization problems
- Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
- Canonical dual approach to solving the maximum cut problem
- Saddle points of general augmented Lagrangians for constrained nonconvex optimization
- Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
- Augmented Lagrangian methods for nonlinear programming with possible infeasibility
- Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming
- Unified theory of augmented Lagrangian methods for constrained global optimization
- Calmness and exact penalization in vector optimization with cone constraints
- Convergence analysis of a class of penalty methods for vector optimization problems with cone constraints
- To be fair or efficient or a bit of both
- Separation approach for augmented lagrangians in Constrained nonconvex optimization
- Lower-order penalization approach to nonlinear semidefinite programming
This page was built for publication: Lagrange-type functions in constrained non-convex optimization.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1417730)
