Multiplier methods for optimization problems with Lipschitzian derivatives

DOI10.1134/S0965542512120081MaRDI QIDQ2836747zbMATH OpenFDO

Authors A. F. Izmailov, A. S. Kurennoj

Publication date 3 July 2013

Published in Zhurnal Vychislitel'noĭ Matematiki i Matematicheskoĭ Fiziki (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0965542512120081

zbMATH Keywords

augmented Lagrange functionlinearized constraintsLipschitzian derivativesmathematical programmingmultiplier methodsNewton iteration scheme

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15)

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(2)

• New LP bound in multivariate Lipschitz optimization: Theory and applications
• Strongly regular nonsmooth generalized equations

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