Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
From MaRDI portal
Publication:4891017
DOI10.1137/S0363012994273465zbMath0878.49012MaRDI QIDQ4891017
Publication date: 27 August 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Nonsmooth analysis (49J52) Optimality conditions for free problems in two or more independent variables (49K10)
Related Items
A new accelerated positive-indefinite proximal ADMM for constrained separable convex optimization problems, Regularized robust optimization: the optimal portfolio execution case, Remarks on necessary conditions for minimizers of one-dimensional variational problems, Stroboscopic strategy in the method of resolving functions for game control problems with terminal payoff function, Lagrange-type duality in DC programming problems with equivalent DC inequalities, Approximate KKT points and a proximity measure for termination, Primal-dual interior-point method for an optimization problem related to the modeling of atmospheric organic aerosols, Distributed caching over heterogeneous mobile networks, The degrees of freedom of partly smooth regularizers, Identification for control: Optimal input intended to identify a minimum variance controller, Infinite-dimensional reductive monoids associated to highest weight representations of Kac-Moody groups, Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time, Distance majorization and its applications, Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications, Extensions of Gauss quadrature via linear programming, Liquidity-adjusted risk measures, Discussion: Latent variable graphical model selection via convex optimization, Rejoinder: Latent variable graphical model selection via convex optimization, Maximum Principles for Optimal Control Problems with Differential Inclusions, The optimal strategy for a bioeconomical model of a harvesting renewable resource problem., Solving dual problems using a coevolutionary optimization algorithm, Generalized Euler-Lagrange equation for nonsmooth calculus of variations, Smoothing proximal gradient method for general structured sparse regression, On improved predictive density estimation with parametric constraints, Optimization of SMES and superconducting magnets with a derivative free deterministic method., Local linear regression for functional data, Supermartingales in Prediction with Expert Advice, Global optimization of bounded factorable functions with discontinuities, Concurrence revisited, CVaR norm and applications in optimization, Maximal solutions of sparse analysis regularization, Quasi-equilibrium grid algorithm: geometric construction for model reduction, Polynomial-time algorithms for submodular Laplacian systems, Smooth strongly convex interpolation and exact worst-case performance of first-order methods, Semi-continuous network flow problems, Total cyclic variation and generalizations, Dualization of the Euler and Hamiltonian inclusions, Primal-dual interior-point method for thermodynamic gas-particle partitioning, Segmentation of ARX-models using sum-of-norms regularization, Necessary conditions for the neutral problem of Bolza with continuously varying time delay, Good formal structures for flat meromorphic connections. I: Surfaces, Exactness of sums of squares relaxations involving \(3\times 3\) matrices and Lorentz cones, Optimal control of evolution inclusions, Optimal control of nonautonomous functional-differential inclusions of neutral type, Optimal control of delay systems with differential and algebraic dynamic constraints, Latent variable graphical model selection via convex optimization, On the numerical solution of some eikonal equations: an elliptic solver approach, Sharp oracle inequalities for low-complexity priors, Optimal control of difference, differential, and differential-difference inclusions, Semidefinite Representations of Noncompact Convex Sets, Discussion: Latent variable graphical model selection via convex optimization, Discussion: Latent variable graphical model selection via convex optimization, Discussion: Latent variable graphical model selection via convex optimization, Discussion: Latent variable graphical model selection via convex optimization, Discussion: Latent variable graphical model selection via convex optimization, When terminal facelift enforces delta constraints, Ground-state spaces of frustration-free Hamiltonians, Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization