A generalized Lagrangian function and multiplier method
From MaRDI portal
Publication:1214669
DOI10.1007/BF00933876zbMath0298.49016MaRDI QIDQ1214669
Publication date: 1975
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
90C30: Nonlinear programming
90C55: Methods of successive quadratic programming type
49M99: Numerical methods in optimal control
Related Items
Vector optimization and generalized Lagrangian duality, Multi-objective discounted Markov decision processes with expectation and variance criteria