scientific article; zbMATH DE number 3148887
zbMATH Open0091.16002MaRDI QIDQ3266142FDOQ3266142
Authors: Kenneth J. Arrow, Leonid Hurwicz, Hirofumi Uzawa
Publication date: 1958
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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 discretization of symmetric saddle point systems without the discrete LBB condition
- A class of triangular splitting methods for saddle point problems
- Construction of convex continuations for functions defined on a hypersphere
- Comparative statics with discrete jumps in shift parameters, or, how to do economics on the saddle(-point)
- New variational principles for solving extended Dirichlet-Neumann problems
- A one-cell local multigrid method for solving unsteady incompressible multiphase flows
- Asymptotic conditions for weak and proper optimality in infinite dimensional convex vector optimization
- A duality theory for non-convex problems in the calculus of variations
- An efficient primal-dual method for the obstacle problem
- PORTFOLIOS WITH RESERVE COEFFICIENT
- Schur complements on Hilbert spaces and saddle point systems
- Spectral-element preconditioners for the Uzawa pressure operator applied to incompressible flows
- Decomposition approaches for constrained spatial auction market problems
- First-order methods for convex optimization
- Existence of equilibrium solution for a non-cooperative game with fuzzy goals and parameters
- A proximal strictly contractive Peaceman-Rachford splitting method for convex programming with applications to imaging
- Stable iterative Lagrange principle in convex programming as a tool for solving unstable problems
- Duality theory in multiobjective programming
- Development of a Stokes flow solver robust to large viscosity jumps using a Schur complement approach with mixed precision arithmetic
- A domain decomposition method for studying the effects of missing fasteners on the behavior of structural assemblies with contact and friction
- Residual reduction algorithms for nonsymmetric saddle point problems
- Duality for nonlinear multiple-criteria optimization problems
- A parallel, multiscale domain decomposition method for the transient dynamic analysis of assemblies with friction
- The FETI family of domain decomposition methods for inequality-constrained quadratic programming: application to contact problems with conforming and nonconforming interfaces
- Inventory Management: An Overview, Canadian Publications, Practical Applications and Suggestions for Future Research
- Numerical simulations of wormlike micelles flows in micro-fluidic T-shaped junctions
- On the notion of proper efficiency in vector optimization
- A distributed approach to capacity allocation in logical networks
- Some Uzawa methods for steady incompressible Navier-Stokes equations discretized by mixed element methods
- On the linear convergence of the general first order primal-dual algorithm
- A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems
- New decomposition methods for solving variational inequality problems.
- Application of a posteriori error estimation to finite element simulation of compressible Navier-Stokes flow
- A new stepsize rule in He and Zhou's alternating direction method
- Restoration of images based on subspace optimization accelerating augmented Lagrangian approach
- Convex analysis in modules
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- A decentralized optimal LQ state observer based on an augmented Lagrangian approach
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- Optimality conditions and duality in continuous programming. I: Convex programs and a theorem of the alternative
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- Necessary optimality criteria in mathematical programming in the presence of differentiability
- The problem of possibilistic-probabilistic optimization
- A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming
- Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
- Adaptive wavelet methods for saddle point problems
- Timing control of switched systems with applications to robotic marionettes
- WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
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- Preconditioning methods for linear systems arising in constrained optimization problems
- Methodes numeriques pour i'ecoulement laminaire d'un fluide rigide viscoplastique incompressible
- Existence theory for generalized nonlinear complementarity problems
- An alternating extragradient method with non Euclidean projections for saddle point problems
- Saddle-point dynamics: conditions for asymptotic stability of saddle points
- An immersed boundary projection method for simulating the inextensible vesicle dynamics
- Combined partial regularization and descent method for a generalized primal-dual system
- Stable sequential Kuhn-Tucker theorem in iterative form or a regularized Uzawa algorithm in a regular nonlinear programming problem
- A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented linear systems
- A modification of the Arrow-Hurwicz method for search of saddle points
- Extension of fractional step techniques for incompressible flows: the preconditioned Orthomin(1) for the pressure Schur complement
- A fast tensor-product solver for incompressible fluid flow in partially deformed three-dimensional domains: parallel implementation
- Numerical investigations in Rayleigh breakup of round liquid jets with VOF methods
- Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
- Proper efficiency in vector optimization on real linear spaces.
- Adaptive multi-analysis strategy for contact problems with friction
- Algebraic pressure segregation methods for the incompressible Navier-Stokes equations
- On the existence and nonexistence of Lagrange multipliers in Banach spaces
- Nonlinear programming methods in the presence of noise
- A new method to introduce constraints in cell-centered Lagrangian schemes
- A class of Uzawa-PSS iteration methods for nonsingular and singular non-Hermitian saddle point problems
- Fractional step like schemes for free surface problems with thermal coupling using the Lagrangian PFEM
- Optimization of Multi-agent Motion Programs with Applications to Robotic Marionettes
- On the convergence of primal-dual hybrid gradient algorithms for total variation image restoration
- Sur les programmes convexes definis dans des espaces vectoriels topologiques
- Semi-global exponential stability of augmented primal-dual gradient dynamics for constrained convex optimization
- Optimization of a parameterized inexact Uzawa method for saddle point problems
- A linear algebra perspective on the random multi-block ADMM: the QP case
- Local completeness and Pareto optimization
- A general Lagrange multipliers theorem and related questions
- Some new results on the local stability of the process of capital accumulation
- Optimal control in infinite horizon problems: A Sobolev space approach
- A population game approach for dynamic resource allocation problems
- A Local Positive (Semi)Definite Shift-Splitting Preconditioner for Saddle Point Problems with Applications to Time-Harmonic Eddy Current Models
- Optimization theory in linear spaces. III: Mathematical programming in partially ordered Banach spaces
- Modified Alternating Positive Semidefinite Splitting Preconditioner for Time-Harmonic Eddy Current Models
- Stability and robustness for saddle-point dynamics through monotone mappings
- A nested iterative scheme for indefinite linear systems in particulate flows
- On parameterized matrix splitting preconditioner for the saddle point problems
- Linear programs in topological vector spaces
- Primal-dual method for optimization problems with changing constraints
- Nonlinear programming in Banach spaces
- Nonlinear programming in locally convex spaces
- Generalized quasi-variational inequalities: duality under perturbations
- Simple mechanical cues could explain adipose tissue morphology
- Stabilized finite element methods with fast iterative solution algorithms for the Stokes problem
- Linear convergence of primal-dual gradient methods and their performance in distributed optimization
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