Projection methods in constrained optimisation and applications to optimal policy decisions

MaRDI QIDQ1151336zbMATH OpenFDO

Authors Berç Rustem

Publication date 1981

Published in Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

zbMATH Keywords

inequality constraintsprojection methodsconstrained optimisationequality constraintslarge nonlinear modelsoptimal policy decisionquadratic minimisation subproblemsspecification of suitable objective function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Cited in

(11)

• Fast finite methods for a system of linear inequalities
• Newton-Goldstein convergence rates for convex constrained minimization problems with singular solutions
• A superlinearly convergent constrained min-max algorithm for rival models of the same system
• scientific article; zbMATH DE number 3869018 (Why is no real title available?)
• Optimal fixed rules and simple feedback laws in the design of economic policy
• Robust optimal decisions with stochastic nonlinear economic systems
• On the choice of weighting matrices in the minimum variance controller
• Convergent stepsizes for constrained optimization algorithms
• A class of superlinearly convergent projection algorithms with relaxed stepsizes
• A constrained min-max algorithm for rival models of the same economic system
• A level set method for topology optimization of continuum structures with bounded design domains

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