Multiplier methods for optimization problems with Lipschitzian derivatives

DOI10.1134/S0965542512120081zbMATH Open1274.49043MaRDI QIDQ2836747FDOQ2836747

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)

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zbMATH Keywords

mathematical programmingaugmented Lagrange functionmultiplier methodsNewton iteration schemelinearized constraintsLipschitzian derivatives

Mathematics Subject Classification ID

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

Cited In (2)

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

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