Lagrange Multipliers and Optimality

From MaRDI portal
Publication:3141729

DOI10.1137/1035044zbMath0779.49024OpenAlexW1986490170WikidataQ60017260 ScholiaQ60017260MaRDI QIDQ3141729

R. Tyrrell Rockafellar

Publication date: 1 November 1993

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b55eee3cc0831f4400e04e1d4384197de1cfa636



Related Items

Augmented Lagrangians quadratic growth and second-order sufficient optimality conditions, Identification of aerodynamic coefficients of a kinetic energy projectile from flight data, Four-Node Quadrilateral Element with Continuous Nodal Stress for Geometrical Nonlinear Analysis, Multipliers and general Lagrangians, Integral inequalities within the framework of generalized fractional integrals, A Nonconvex Optimization Approach to IMRT Planning with Dose–Volume Constraints, Some properties of second-order weak subdifferentials, Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming, Second-order enhanced optimality conditions and constraint qualifications, Sparse broadband beamformer design via proximal optimization Techniques, Mesh adaptivity for quasi‐static phase‐field fractures based on a residual‐type a posteriori error estimator, On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming, Strong Lagrange duality and the maximum principle for nonlinear discrete time optimal control problems, Distributed set-based observers using diffusion strategies, A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees, Regional Boundary Observability with Constraints on the State of Semilinear Parabolic Systems, Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming, Improving ultimate convergence of an augmented Lagrangian method, Prox-regular functions in variational analysis, Control Volume Approximation of Degenerate Two-Phase Porous Flows, Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems, Nonsmooth Optimization, The relation between pseudonormality and quasiregularity in constrained optimization, On second-order optimality conditions for nonlinear programming, Unnamed Item, Extended Lagrange And Penalty Functions in Continuous Optimization*, A new potential reduction algorithm for smooth convex programming, Duality and exact penalization for vector optimization via augmented Lagrangian, Nonlocal Means and Optimal Weights for Noise Removal, A General Lagrange Multipliers Theorem and Related Questions, Parabolic regularity in geometric variational analysis, On sequential optimality conditions for smooth constrained optimization, Optimization limits in improving system reliability, A High-Order Discontinuous Galerkin Method for the Poro-elasto-acoustic Problem on Polygonal and Polyhedral Grids, On second-order optimality conditions in nonlinear optimization, A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints, Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder), A finite dimensional extension of Lyusternik theorem with applications to multiobjective optimization, Differential systems for constrained optimization via a nonlinear augmented Lagrangian, Proto-derivative formulas for basic subgradient mappings in mathematical programming, Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming, Manifold valued data analysis of samples of networks, with applications in corpus linguistics, Unified theory of augmented Lagrangian methods for constrained global optimization, Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants, The approximation of separable stochastic programs, The Lagrange approach to infinite linear programs, MULTISYMPLECTIC VARIATIONAL INTEGRATORS FOR NONSMOOTH LAGRANGIAN CONTINUUM MECHANICS, Second-order negative-curvature methods for box-constrained and general constrained optimization, Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming, A note on an approximate Lagrange multiplier rule, Constraint aggregation principle in convex optimization, A Cone-Continuity Constraint Qualification and Algorithmic Consequences, The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems, A stochastic primal-dual method for a class of nonconvex constrained optimization, Global saddle points of nonlinear augmented Lagrangian functions, Method of digraphs for multi-dimensional screening, Semi-algebraic functions have small subdifferentials, SOME EXPERIENCES WITH SOLVING SEMIDEFINITE PROGRAMMING RELAXATIONS OF BINARY QUADRATIC OPTIMIZATION MODELS IN COMPUTATIONAL BIOLOGY, Verification of constrained minima, A phase-field model for fractures in nearly incompressible solids, Capacitated facility location-allocation problem for wastewater treatment in an industrial cluster, A short elementary proof of the Lagrange multiplier theorem, Saddle point and exact penalty representation for generalized proximal Lagrangians, Weak Fenchel and weak Fenchel-Lagrange conjugate duality for nonconvex scalar optimization problems, On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming, Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle, Global optimality conditions and exact penalization, Exact Regularization, and Its Connections to Normal Cone Identity and Weak Sharp Minima in Nonlinear Programming, Strong KKT conditions and weak sharp solutions in convex-composite optimization, Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming, NP-hardness of deciding convexity of quartic polynomials and related problems, Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality, The generalized Mangasarian-Fromowitz constraint qualification and optimality conditions for bilevel programs, A practical optimality condition without constraint qualifications for nonlinear programming, A non-local topology-preserving segmentation-guided registration model, Some results on augmented Lagrangians in constrained global optimization via image space analysis, SEQUENTIAL LAGRANGE MULTIPLIER CONDITIONS FOR MINIMAX PROGRAMMING PROBLEMS, On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization, A new Poisson noise filter based on weights optimization, Penalty function methods and a duality gap for invex optimization problems, On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem, The dimension of semialgebraic subdifferential graphs, The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming, Dynamic capital allocation with irreversible investments, Optimization of the determinant of the Vandermonde matrix and related matrices, Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems, An augmented Lagrangian approach with a variable transformation in nonlinear programming, Augmented Lagrangian methods under the constant positive linear dependence constraint qualification, A variational approach to Lagrange multipliers, Differential equation method based on approximate augmented Lagrangian for nonlinear programming, Generalized augmented Lagrangian problem and approximate optimal solutions in nonlinear programming, Issues in the real-time computation of optimal control, Saddle points of general augmented Lagrangians for constrained nonconvex optimization, Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints, An augmented Lagrangian fish swarm based method for global optimization, On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian, On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints, A new augmented Lagrangian approach to duality and exact penalization, A relaxed constant positive linear dependence constraint qualification and applications, A new heuristic approach for non-convex optimization problems, On the relation between constant positive linear dependence condition and quasinormality constraint qualification, Partial augmented Lagrangian method and mathematical programs with complementarity constraints, Further study on augmented Lagrangian duality theory, Generic Minimizing Behavior in Semialgebraic Optimization, Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property, Approximate augmented Lagrangian functions and nonlinear semidefinite programs, A new proof of the Lagrange multiplier rule, Approximate optimality conditions for minimax programming problems, A simple and elementary proof of the Karush-Kuhn-Tucker theorem for inequality-constrained optimization, Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models, Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts, The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization, Set Optimization—A Rather Short Introduction, Existence of augmented Lagrange multipliers for cone constrained optimization problems, Quadratic growth and critical point stability of semi-algebraic functions, Generalized convexity in non-regular programming problems with inequality-type constraints, An inexact augmented Lagrangian method for computing strongly orthogonal decompositions of tensors, Generalized weak subdifferentials, A multisymplectic integrator for elastodynamic frictionless impact problems, Duality and penalization in optimization via an augmented Lagrangian function with applications, Low order-value optimization and applications, An inexact augmented Lagrangian multiplier method for solving quadratic complementary problems: an adapted algorithmic framework combining specific resolution techniques, Augmented Lagrangian method for second-order cone programs under second-order sufficiency, Robust PID controller tuning based on the heuristic Kalman algorithm, Second-order global optimality conditions for convex composite optimization, On mathematical and numerical modelling of multiphysics wave propagation with polytopal discontinuous Galerkin methods: a review, Unified discrete multisymplectic Lagrangian formulation for hyperelastic solids and barotropic fluids, Efficient aerodynamic analysis and optimization under uncertainty using multi-fidelity polynomial chaos-Kriging surrogate model, On the first-order estimation of multipliers from Kuhn-Tucker systems, A flexible inexact-restoration method for constrained optimization, Pseudonormality and a Lagrange multiplier theory for constrained optimization, Augmented Lagrangian duality for composite optimization problems, A note on the existence of saddle points ofp-th power Lagrangian for constrained nonconvex optimization, On equivalence between optimality criteria and projected gradient methods with application to topology optimization problem, Convergence results of an augmented Lagrangian method using the exponential penalty function, Knapsack problems with sigmoid utilities: approximation algorithms via hybrid optimization