Publication:3690580

From MaRDI portal


zbMath0572.90067MaRDI QIDQ3690580

Dimitri P. Bertsekas

Publication date: 1982



65K05: Numerical mathematical programming methods

49M29: Numerical methods involving duality

65K10: Numerical optimization and variational techniques

90C20: Quadratic programming

49M15: Newton-type methods

49M37: Numerical methods based on nonlinear programming

90-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming

90Cxx: Mathematical programming

90C55: Methods of successive quadratic programming type

90C99: Mathematical programming

49K10: Optimality conditions for free problems in two or more independent variables

49-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control


Related Items

Smooth minimization of non-smooth functions, Minimum-time control of a crane with simultaneous traverse and hoisting motions, Use of the minimum norm search direction in a nonmonotone version of the Gauss-Newton method, Updating the multipliers associated with inequality constraints in an augmented Lagrangian multiplier method, Algorithms for finite and semi-infinite Min-Max-Min problems using adaptive smoothing techniques, Algorithms with adaptive smoothing for finite minimax problems, Augmented Lagrangian active set methods for obstacle problems, On the convergence of the exponential multiplier method for convex programming, Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization, Regularized Lotka-Volterra dynamical system as continuous proximal-like method in optimization., Solving continuous min-max problems by an iterative entropic regularization method., Lagrangian regularization approach to constrained optimization problems, Two-level primal-dual decomposition technique for large-scale nonconvex optimization problems with constraints, A note on the method of multipliers, A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems, Applying the progressive hedging algorithm to stochastic generalized networks, Convergence properties of a conditional \(\varepsilon\)-subgradient method applied to linear programs, On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems, Greedy primal-dual algorithm for dynamic resource allocation in complex networks, A boundary point method to solve semidefinite programs, Nonlinear rescaling as interior quadratic prox method in convex optimization, Properties of the augmented Lagrangian in nonlinear semidefinite optimization, Path-following and augmented Lagrangian methods for contact problems in linear elasticity, An ODE traffic network model, Modern homotopy methods in optimization, Projected quasi-Newton algorithm with trust region for constrained optimization, Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function, The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces, Models for multimode multicommodity location problems with interdepot balancing requirements, A globally convergent algorithm for nonlinearly constrained optimization problems, On the exactness of a class of nondifferentiable penalty functions, Dual techniques for constrained optimization, New results on a class of exact augmented Lagrangians, Optimal scheduling of reservoir releases during flood: Deterministic optimization problem. I: Procedure, Random tunneling by means of acceptance-rejection sampling for global optimization, Image space approach to penalty methods, Enlarging the region of convergence of Newton's method for constrained optimization, A trust region algorithm for equality constrained optimization, A successive quadratic programming method for a class of constrained nonsmooth optimization problems, Decomposition algorithm for convex differentiable minimization, Approximate nonlinear programming algorithms for solving stochastic programs with recourse, An analytical approach to global optimization, Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization, Complexity analysis of a linear complementarity algorithm based on a Lyapunov function, Modified barrier functions (theory and methods), Hamiltonian dynamics of a rigid body in a central gravitational field, Determining subspaces on which a matrix is nonnegative definite, An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems, Complete decomposition algorithm for nonconvex separable optimization problems and applications, On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators, Application of the alternating direction method of multipliers to separable convex programming problems, A review of open queueing network models of manufacturing systems, Approximate Lagrange multiplier algorithm for stochastic programs with complete recourse: Nonlinear deterministic constraints, Perturbation lemma for the Newton method with application to the SQP Newton method, Progressive regularization of variational inequalities and decomposition algorithms, Runge-Kutta based procedure for the optimal control of differential-algebraic equations, Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints, A sequential quadratic programming-based algorithm for the optimization of gas networks, Local analysis of Newton-type methods for variational inequalities and nonlinear programming, Sequential quadratic programming methods for optimal control problems with state constraints, Descent methods for convex essentially smooth minimization, Proximal minimization algorithm with \(D\)-functions, Global linear convergence of a path-following algorithm for some monotone variational inequality problems, Augmented Lagrangian algorithms for linear programming, Equality and inequality constrained optimization algorithms with convergent stepsizes, Measuring rates of convergence of numerical algorithms, Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints, Analysis and implementation of a dual algorithm for constrained optimization, Parallel alternating direction multiplier decomposition of convex programs, Nonlinear complementarity as unconstrained and constrained minimization, On the role of continuously differentiable exact penalty functions in constrained global optimization, A globally convergent primal-dual interior point algorithm for convex programming, Nonmonotone stabilization methods for nonlinear equations, Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems, Solving cone-constrained convex programs by differential inclusions, Convergence property of the Iri-Imai algorithm for some smooth convex programming problems, An unconstrained optimization technique for large-scale linearly constrained convex minimization problems, On the problem of stable image restoration, Asymptotic analysis of the exponential penalty trajectory in linear programming, A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems, Nonlinear rescaling and proximal-like methods in convex optimization, Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization, Abstract estimates of the rate of convergence for optimal control problems, Family of projected descent methods for optimization problems with simple bounds, Interior-point methods: An old and new approach to nonlinear programming, On the entropic regularization method for solving min-max problems with applications, Perturbing the dual feasible region for solving convex quadratic programs, Convexity of the implicit Lagrangian, Convergence rate of the augmented Lagrangian SQP method, Weighted optimization for multiobjective full-information control problems, Numerical concepts for rate-independent single crystal plasticity, Augmented Lagrangian theory, duality and decomposition methods for variational inequality problems, Convergence analysis of a nonlinear Lagrangian algorithm for nonlinear programming with inequality constraints, Duality for multiobjective optimization via nonlinear Lagrangian functions, Global convergence of nonmonotone strategies in parallel methods for block-bordered nonlinear systems, Identification of region of attraction for global optimization problem using interval symmetric operator, A complementary energy formulation of no tension masonry-like solids, Nonmonotone and monotone active-set method for image restoration. I: Convergence analysis., Nonmonotone and monotone active-set methods for image restoration. II: Numerical results., On the first-order estimation of multipliers from Kuhn-Tucker systems, A characterization of the optimal set of linear programs based on the augmented lagrangian, A relaxed cutting plane algorithm for solving fuzzy inequality systems, Convergence of a projected gradient method with trust region for nonlinear constrained optimization†, Convexification and decomposition of separable nonconvex optimization problems, A Lagrangean Relaxation Scheme for Structured Linear Programs With Application To Multicommodity Network Flows, The posterior distribution of the fixed and random effects in a mixed-effects linear model, Unnamed Item, Computation of exact gradients in distributed dynamic systems, Penalty functions with a small penalty parameter, Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems, Semi–Smooth Newton Methods for Variational Inequalities of the First Kind, Strict convex regularizations, proximal points and augmented lagrangians, A derivative-based algorithm for a particular class of mixed variable optimization problems, A new class of memory gradient methods with inexact line searches, Some theoretical properties of Feng-Schnabel algorithm for block bordered nonlinear systems, Théorie de la pénalisation exacte, A generalized steepest descent method for continuously subdifferentiable functions, The partition of unity quadrature in meshless methods, The Method of Multipliers for Nonlinearly Constrained Variational Inequalities, Modelling of river discharges and rainfall using radial basis function networks based on support vector regression, Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding, A material based model for topology optimization of thermoelastic structures, Non‐linear finite element formulation of kinematic limit analysis, An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions, Nonlinear proximal decomposition method for convex programming, Nonlinear stochastic programming by Monte-Carlo estimators, Duality gaps in nonconvex stochastic optimization, A dual algorithm for minimax problems, A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization, Augmented Lagrangian algorithms based on the spectral projected gradient method for solving nonlinear programming problems, Smooth convex approximation to the maximum eigenvalue function, A new computational algorithm for functional inequality constrained optimization problems, Differential dynamic programming applied to continuous optimal control problems with state variable inequality constraints, Vectorization of conjugate-gradient methods for large-scale minimization in meteorology, New dual-type decomposition algorithm for non-convex separable optimization problems, Local analysis of a new multipliers method, Large deviation asymptotics for occupancy problems., Approximations in proximal bundle methods and decomposition of convex programs, Trust region algorithms for the nonlinear least distance problem, Exact barrier function methods for Lipschitz programs, Some properties of generalized proximal point methods for quadratic and linear programming, A globally convergent Newton method for convex \(SC^ 1\) minimization problems, Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems, Linearly constrained convex programming as unconstrained differentiable concave programming, Probability-theoretical generalization of the second Lyapunov method, Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines, Sequential quadratic programming with step control using the Lagrange function, Sequential quadratic programming and modified Lagrange function, Nonlocal quasi-Newton type method for solving convex variational inequalities, Unconstrained convex programming approach to linear programming, Additively separable duality theory, On the twice differentiable cubic augmented Lagrangian, An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems, The Newton modified barrier method for QP problems, Duality in nonlinear multiobjective programming using augmented Lagrangian functions, Stochastic penalty function methods for nonsmooth constrained minimization, A parallel inexact Newton method for stochastic programs with recourse, On augmented Lagrangian decomposition methods for multistage stochastic programs, Fitting a finite element tidal model to sparse data: Application to the Straits of Dover, Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints, Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming, Numerical comparison of augmented Lagrangian algorithms for nonconvex problems, Denoising of smooth images using \(L^{1}\)-fitting, On memory gradient method with trust region for unconstrained optimization, An augmented Lagrangian approach to material discontinuities in meshless methods, Approximate augmented Lagrangian functions and nonlinear semidefinite programs, Stochastic programming approaches to stochastic scheduling, Newton-Kantorovich method and its global convergence, Unnamed Item, Unnamed Item, Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization, Smoothed penalty algorithms for optimization of nonlinear models, A model for evaluation of transport policies in multimodal networks with road and parking capacity constraints, INEXACT VERSIONS OF PROXIMAL POINT AND AUGMENTED LAGRANGIAN ALGORITHMS IN BANACH SPACES, Augmented model-based double iterative loop techniques for hierarchical control of complex industrial processes, Quasi-newton methods for monlinear equations and unconstrained optimization problems, Exact penalty functions and Lagrange multipliers, Semi-monotonic inexact augmented Lagrangians for quadratic programing with equality constraints, A globally convergent numerical algorithm for damaging elasto-plasticity based on the Multiplier method, Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming, Equivalence of energy methods in stability theory, Comparative study and development of integrated optimization and parameter estimation algorithms for hierarchical steady-state control, Unnamed Item, A newton-type computing technique for optimal control problems, A recursive quadratic programming algorithm that uses differentiable exact penalty functions, An extension to the modified two-step algorithm for steady-state system optimization and parameter estimation, An exact penalty function for semi-infinite programming, An exact penalty function method with global convergence properties for nonlinear programming problems, Newton-like algorithm for integrated system optimization and parameter estimation technique, Identifiability analysis of interconnected zero-memory composite systems, A penalty approximation for a unilateral contact problem in non-linear elasticity, A anonmonotone line search technique for improved projected quasi-newton methods*this research was supported in party by the national natural science foundation of china$ef:, Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables, Solving multistage stochastic networks: An application of scenario aggregation, Conditional ?-subgradient method for simultaneous solution of the primal and the dual convex programming problems, Multiplier methods for engineering optimization, Contact‐impact by the pinball algorithm with penalty and Lagrangian methods, An algorithm for unconstrained optimization, Unnamed Item, A comparison of numerical methods for optimal shape design problems, Unnamed Item, A logarithm barrier method for linear programming, ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL, Partial proximal point method for nonmonotone equilibrium problems, Toward Global Convergence for Strongly Nonlinear Ill-Posed Problems via a Regularizing Multilevel Approach, Higher order derivatives in optimization methods, A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds, THE WATER CONVEYANCE PROBLEM: OPTIMAL PURIFICATION OF POLLUTED WATERS, Augmented Lagrangian method for large-scale linear programming problems, An augmented Lagrangian method for parameter identifications in parabolic systems, Global convergence technique for the Newton method with periodic Hessian evaluation, Duality and exact penalization for vector optimization via augmented Lagrangian