On the method of multipliers for convex programming

DOI10.1109/TAC.1975.1100976zbMath0301.49023MaRDI QIDQ4056628

Dimitri P. Bertsekas

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Related Items (10)

MULTISYMPLECTIC VARIATIONAL INTEGRATORS FOR NONSMOOTH LAGRANGIAN CONTINUUM MECHANICS ⋮ Decomposition Methods Based on Augmented Lagrangians: A Survey ⋮ The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones ⋮ Multiplier methods: A survey ⋮ A dual algorithm for the solution of nonlinear variational problems via finite element approximation ⋮ Proximal algorithms and temporal difference methods for solving fixed point problems ⋮ A second-order method for the general nonlinear programming problem ⋮ Convexification procedures and decomposition methods for nonconvex optimization problems ⋮ Efficient management of interconnected power systems: A game-theoretic approach ⋮ Semidefinite inverse eigenvalue problems with prescribed entries and partial eigendata

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