scientific article; zbMATH DE number 3148887
From MaRDI portal
Publication:3266142
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?)
Recommendations
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)
- 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
- 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
- A duality theorem for a special class of programming problems in complex space
- A decentralized optimal LQ state observer based on an augmented Lagrangian approach
- Fairness and stability of end-to-end congestion control
- A dynamic model of a boundedly rational consumer with a simple least squared learning mechanism
- Stability of differential inclusions: a computational approach
- Flow infrastructural systems as active resource distribution systems with uncertainty
- Optimality conditions and duality in continuous programming. I: Convex programs and a theorem of the alternative
- Efficient iterative solution of constrained finite element analyses
- 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
- Scalarization of Henig proper efficient points in a normed space
- 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
- 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)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3266142)
