scientific article; zbMATH DE number 3148887
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nonlinear programminggradient methodsexistence theoremsconcave programmingKuhn-Tucker theoremLagrangian saddle-pointscollection of 14 research papersmethods of linear and quadratic programming
Quadratic programming (90C20) Linear programming (90C05) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)
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- Multilevel gradient Uzawa algorithms for symmetric saddle point problems
- Inverse final observation problems for Maxwell's equations in the quasi-stationary magnetic approximation and stable sequential Lagrange principles for their solving
- Multilevel discretization of symmetric saddle point systems without the discrete LBB condition
- Semi-global exponential stability of augmented primal-dual gradient dynamics for constrained convex optimization
- Node-to-node scheme for three-dimensional contact mechanics using polyhedral type variable-node elements
- Sur les programmes convexes definis dans des espaces vectoriels topologiques
- Semi-convergence analysis of parameterized ULT splitting iteration methods for singular saddle point problems
- A class of triangular splitting methods for saddle point problems
- Geometry of optimality conditions and constraint qualifications
- Two-grid Arrow-Hurwicz methods for the steady incompressible Navier-Stokes equations
- A heuristic algorithm for constrained multi-source location problem with closest distance under gauge: the variational inequality approach
- Analysis of relaxed nonlinear inexact Uzawa algorithm for symmetric saddle point problems
- A sampling criterion for constrained Bayesian optimization with uncertainties
- Accelerating the Uzawa algorithm
- The generalized Arrow-Hurwicz method with applications to fluid computation
- On orthogonal trajectories and optimization
- Construction of convex continuations for functions defined on a hypersphere
- A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem
- On dynamical system modeling of learned primal-dual with a linear operator \(\mathcal{K}\): stability and convergence properties
- scientific article; zbMATH DE number 7625188 (Why is no real title available?)
- Convergence analysis and error estimate for distributed optimal control problems governed by Stokes equations with velocity-constraint
- Golden ratio primal-dual algorithm with linesearch
- Primal-dual hybrid gradient method for distributionally robust optimization problems
- Local completeness and Pareto optimization
- Parametric dual regularization for an optimal control problem with pointwise state constraints
- Comparative statics with discrete jumps in shift parameters, or, how to do economics on the saddle(-point)
- Distributed least squares solver for network linear equations
- A 3D pseudo-spectral low Mach-number solver for buoyancy driven flows with large temperature differences
- GRPDA revisited: relaxed condition and connection to Chambolle-Pock's primal-dual algorithm
- On convergence of the Arrow-Hurwicz method for saddle point problems
- Improved convergence of the Arrow-Hurwicz iteration for the Navier-Stokes equation via grad-div stabilization and Anderson acceleration
- Optimization of a parameterized inexact Uzawa method for saddle point problems
- Design of biased random walks on a graph with application to collaborative recommendation
- Closed-Form Expressions for Projectors onto Polyhedral Sets in Hilbert Spaces
- A linear algebra perspective on the random multi-block ADMM: the QP case
- A one-cell local multigrid method for solving unsteady incompressible multiphase flows
- A minimum cost control problem in Banach space
- A proximal fully parallel splitting method for stable principal component pursuit
- GSTS-Uzawa method for a class of complex singular saddle point problems
- Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
- An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems
- New variational principles for solving extended Dirichlet-Neumann problems
- A general Lagrange multipliers theorem and related questions
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- A primal-dual projection algorithm for efficient constraint preconditioning
- Mathematical programming applied to linear approximation of functions
- Infinite non-linear programming
- A duality theory for non-convex problems in the calculus of variations
- Vibration Optimal Control of a Smart Plate with Input Voltage Constraint of Piezoelectric Actuators
- A distributed continuous-time method for non-convex QCQPs
- A unified primal-dual algorithm framework based on Bregman iteration
- Eigenvalue analysis of a generalized indefinite block triangular preconditioner for generalized saddle point problems
- Some new results on the local stability of the process of capital accumulation
- Communication-efficient algorithms for decentralized and stochastic optimization
- stochastic quasigradient methods and their application to system optimization†
- An efficient primal-dual method for the obstacle problem
- Applications of the method of partial inverses to convex programming: Decomposition
- Asymptotic conditions for weak and proper optimality in infinite dimensional convex vector optimization
- Revisiting the Hahn-Banach theorem and nonlinear infinite programming
- On the Arrow–Hurwicz differential system for linearly constrained convex minimization
- A new SOR-like method for the saddle point problems
- A relaxed positive-definite and skew-Hermitian splitting preconditioner for saddle point problems
- A generalized relaxed positive-definite and skew-Hermitian splitting preconditioner for non-Hermitian saddle point problems
- Duality and sensitivity analysis of multistage linear stochastic programs
- An application of Neustadt's abstract maximum principle to probability kinematics
- Port-Hamiltonian Systems Theory and Monotonicity
- Schur complements on Hilbert spaces and saddle point systems
- An alternative method for SPP with full rank (2,1)-block matrix and nonzero right-hand side vector
- Optimal control in infinite horizon problems: A Sobolev space approach
- Decomposition approaches for constrained spatial auction market problems
- Spectral-element preconditioners for the Uzawa pressure operator applied to incompressible flows
- An optimization problem from linear filtering with quantum measurements
- PORTFOLIOS WITH RESERVE COEFFICIENT
- A superlinearly convergent constrained min-max algorithm for rival models of the same system
- Open boundary conditions for the velocity-correction scheme of the Navier-Stokes equations
- An algorithm for determining redundant inequalities and all solutions to convex polyhedra
- An Arrow-Hurwicz-Uzawa type flow as least squares solver for network linear equations
- A population game approach for dynamic resource allocation problems
- On distributionally robust multiperiod stochastic optimization
- New necessary conditions of optimality for control problems with state- variable inequality constraints
- Optimization theory in linear spaces. III: Mathematical programming in partially ordered Banach spaces
- An Optimal Preconditioner for a Class of Saddle Point Problems with a Penalty Term
- A Local Positive (Semi)Definite Shift-Splitting Preconditioner for Saddle Point Problems with Applications to Time-Harmonic Eddy Current Models
- Two algorithms for two-phase Stefan type problems
- Golden ratio method for solving monotone variational inequality problems in Hadamard spaces
- A generalized primal-dual algorithm with improved convergence condition for saddle point problems
- Exponential stability of partial primal-dual gradient dynamics with nonsmooth objective functions
- Proximal gradient flow and Douglas-Rachford splitting dynamics: global exponential stability via integral quadratic constraints
- An accelerated primal-dual iterative scheme for the L 2 -TV regularized model of linear inverse problems
- A nested iterative scheme for indefinite linear systems in particulate flows
- Stability and robustness for saddle-point dynamics through monotone mappings
- Vector subdifferentials via recession mappings∗∗this research was supported by grants from M.U.R.S.T (Itall) and the australian research council.$ef:
- On stochastic linear inequalities
- Distributed convergence to Nash equilibria in two-network zero-sum games
- On semi-convergence of parameterized Uzawa methods for singular saddle point problems
- Subgradient methods for saddle-point problems
- Neurodynamic approaches for multi-agent distributed optimization
- Ein lineares Programmierungsverfahren
- A generalized Weber problem with different gauges for different regions
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