scientific article; zbMATH DE number 3793788

MaRDI QIDQ4739675zbMATH OpenFDO

Authors Andrzej P. Wierzbicki

Publication date 1982

zbMATH Keywords

convergence analysissubdifferentialsquasi-Newton methodnondifferentiable optimizationquadratic approximationaugmented Lagrangian functionlinear search method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Convex programming (90C25)

Cited in

(6)

• A subgradient selection method for minimizing convex functions subject to linear constraints
• A robust hedging algorithm
• An algorithm for linearly constrained convex nondifferentiable minimization problems
• An aggregate subgradient method for nonsmooth convex minimization
• Decomposition method of descent for minimizing the sum of convex nonsmooth functions
• A direct method of linearization for continuous minimax problems

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 Q4739675)