scientific article; zbMATH DE number 3148887
zbMATH Open0091.16002MaRDI QIDQ3266142FDOQ3266142
Authors: Kenneth J. Arrow, Leonid Hurwicz, Hirofumi Uzawa
Publication date: 1958
Title of this publication is not available (Why is that?)
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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)
Cited In (only showing first 100 items - show all)
- Vibration Optimal Control of a Smart Plate with Input Voltage Constraint of Piezoelectric Actuators
- Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- stochastic quasigradient methods and their application to system optimization†
- Applications of the method of partial inverses to convex programming: Decomposition
- A unified primal-dual algorithm framework based on Bregman iteration
- Revisiting the Hahn-Banach theorem and nonlinear infinite programming
- 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
- Open boundary conditions for the velocity-correction scheme of the Navier-Stokes equations
- An Optimal Preconditioner for a Class of Saddle Point Problems with a Penalty Term
- New necessary conditions of optimality for control problems with state- variable inequality constraints
- On semi-convergence of parameterized Uzawa methods for singular saddle point problems
- Subgradient methods for saddle-point problems
- Distributed convergence to Nash equilibria in two-network zero-sum games
- Greedy primal-dual algorithm for dynamic resource allocation in complex networks
- An adaptative augmented Lagrangian method for three-dimensional multimaterial flows
- A generalized Weber problem with different gauges for different regions
- Modified accelerated parameterized inexact Uzawa method for singular and nonsingular saddle point problems
- Necessary conditions for optimality of nondifferentiable convex multiobjective programming
- Some generalizations of the new SOR-like method for solving symmetric saddle-point problems
- Modified barrier functions (theory and methods)
- Stochastic approximation of constrained systems with system and constraint noise
- On parameterized inexact Uzawa methods for generalized saddle point problems
- Fundamentals of cone regression
- Optimality conditions for various efficient solutions involving coderivatives: from set-valued optimization problems to set-valued equilibrium problems
- A variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems
- Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints
- A class of accelerated Uzawa algorithms for saddle point problems
- Improved optimal conditions and iterative parameters for the optimal control problems with an integral constraint in square
- The BGS-Uzawa and BJ-Uzawa iterative methods for solving the saddle point problem
- Theory of variational inequalities with applications to problems of flow through porous media
- Block diagonally preconditioned PIU methods of saddle point problem
- On semi-convergence of ULT iterative method for the singular saddle point problems
- Semi-convergence analysis of Uzawa-AOR method for singular saddle point problems
- Tests for the consistency of consumer data
- A first-order primal-dual algorithm for convex problems with applications to imaging
- Stable sequential Lagrange principles in the inverse final observation problem for the system of Maxwell equations in the quasistationary magnetic approximation
- On R-linear convergence of semi-monotonic inexact augmented Lagrangians for bound and equality constrained quadratic programming problems with application
- A class of Uzawa-SOR methods for saddle point problems
- Gradient-based simulation optimization under probability constraints
- Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hemitian positive semidefinite linear systems
- Completely convex formulation of the Chan-Vese image segmentation model
- A generalization of the inexact parameterized Uzawa methods for saddle point problems
- Risk shaping in production planning problem with pricing under random yield
- Primal-dual algorithm for distributed constrained optimization
- Calcul sous-différentiel et optimisation
- Multiplier methods: A survey
- Preconditioners for saddle point problems arising in computational fluid dynamics
- Fast Uzawa algorithm for generalized saddle point problems
- A heuristic algorithm for constrained multi-source Weber problem - the variational inequality approach
- PAHSS-PTS alternating splitting iterative methods for nonsingular saddle point problems
- Semi-convergence analysis of Uzawa methods for singular saddle point problems
- A minimal surface criterion for graph partitioning
- On generalized successive overrelaxation methods for augmented linear systems
- An iterative method of Lyapunov function construction for differential inclusions
- A forward-backward splitting method for monotone inclusions without cocoercivity
- A modified alternating direction method for convex minimization problems
- Distributed gradient algorithm for constrained optimization with application to load sharing in power systems
- Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
- An operator-integration-factor splitting method for time-dependent problems: Application to incompressible fluid flow
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- Fictitious domain method for acoustic waves through a granular suspension of movable rigid spheres
- Fractional-order total variation image restoration based on primal-dual algorithm
- A structural model for the viscoelastic behavior of arterial walls: continuum formulation and finite element analysis.
- Stability of primal-dual gradient dynamics and applications to network optimization
- Improvements on open and traction boundary conditions for Navier-Stokes time-splitting methods
- Augmented Lagrangian and penalty methods for the simulation of two-phase flows interacting with moving solids. Application to hydroplaning flows interacting with real tire tread patterns
- A dual iterative substructuring method with a penalty term in three dimensions
- Hydrodynamical and computational aspects and stability problems for viscoplastic flows
- Analysis of iterative methods for saddle point problems: A unified approach
- A numerically scalable dual-primal substructuring method for the solution of contact problems. I: The frictionless case
- Asymptotic convergence of constrained primal-dual dynamics
- Existence of slow solutions for a class of differential inclusions
- On the stability of best reply and gradient systems with applications to imperfectly competitive models
- A note on semi-convergence of generalized parameterized inexact Uzawa method for singular saddle point problems
- A low-order Galerkin finite element method for the Navier-Stokes equations of steady incompressible flow: a stabilization issue and iterative methods.
- Solving cone-constrained convex programs by differential inclusions
- Minimization, constraints and composite Bézier curves
- A spectral-Tau approximation for the Stokes and Navier-Stokes equations
- Finding all vertices of a convex polyhedron
- Multilevel gradient Uzawa algorithms for symmetric saddle point problems
- 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
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