Successive approximation technique for a class of large-scale NLP problems and its application to dynamic programming

DOI10.1007/BF00939819zbMath0655.90067MaRDI QIDQ1109685

S. H. Smith

Publication date: 1989

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

zbMATH Keywords

nonconvex optimization; Kuhn-Tucker point; decomposable constraints; high-dimensional discrete optimal control; large-scale nonlinear programming; successive approximation techniques

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

90C39: Dynamic programming