scientific article; zbMATH DE number 4083354
conjugate gradientconstrained optimizationdiscretized optimal control problemsfinite dimensional optimizationLagrange multiplier methodsnondifferentiable constraintspenalty methodsquasi Newtonrates of converencesecond order multiplier update strategiessteepest descentunconstrained optimization
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Optimality conditions for free problems in two or more independent variables (49K10) Newton-type methods (49M15) Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Quadratic programming (90C20) Methods of successive quadratic programming type (90C55) Mathematical programming (90C99) Mathematical programming (90Cxx)
- Optimization methods for compound Poisson risk processes
- Mixed method for solving the general convex programming problem
- Optimal control with a quadratic criterion in distributed gas-transport systems
- Optimization of risk processes
- The quasi-Newton method of solution of convex variational inequalities with descent decomposition
- scientific article; zbMATH DE number 6176036 (Why is no real title available?)
- scientific article; zbMATH DE number 7771104 (Why is no real title available?)
- On certain optimization methods with finite-step inner algorithms for convex finite-dimensional problems with inequality constraints
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 Q3813595)
