Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
From MaRDI portal
Publication:4891017
DOI10.1137/S0363012994273465zbMATH Open0878.49012MaRDI QIDQ4891017FDOQ4891017
Authors: R. T. Rockafellar
Publication date: 27 August 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Recommendations
- On the validity of the Euler-Lagrange equation
- On the Validity of the Maximum Principle and of the Euler--Lagrange Equation for a Minimum Problem Depending on the Gradient
- On the validity of the Euler-Lagrange equation
- On the generalized Euler-Lagrange equations
- scientific article; zbMATH DE number 1377936
Nonsmooth analysis (49J52) Optimality conditions for free problems in two or more independent variables (49K10)
Cited In (58)
- Semi-continuous network flow problems
- Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization
- Solving dual problems using a coevolutionary optimization algorithm
- Ground-state spaces of frustration-free Hamiltonians
- Primal-dual interior-point method for thermodynamic gas-particle partitioning
- Extensions of Gauss quadrature via linear programming
- Maximal solutions of sparse analysis regularization
- CVaR norm and applications in optimization
- Primal-dual interior-point method for an optimization problem related to the modeling of atmospheric organic aerosols
- Dualization of the Euler and Hamiltonian inclusions
- Discussion: Latent variable graphical model selection via convex optimization
- Segmentation of ARX-models using sum-of-norms regularization
- Optimization of SMES and superconducting magnets with a derivative free deterministic method.
- Rejoinder: Latent variable graphical model selection via convex optimization
- Local linear regression for functional data
- Polynomial-time algorithms for submodular Laplacian systems
- Discussion: Latent variable graphical model selection via convex optimization
- Optimal control of evolution inclusions
- The degrees of freedom of partly smooth regularizers
- Infinite-dimensional reductive monoids associated to highest weight representations of Kac-Moody groups
- Concurrence revisited
- Discussion: Latent variable graphical model selection via convex optimization
- Discussion: Latent variable graphical model selection via convex optimization
- Optimal control of delay systems with differential and algebraic dynamic constraints
- Sharp oracle inequalities for low-complexity priors
- Exactness of sums of squares relaxations involving \(3\times 3\) matrices and Lorentz cones
- Optimal control of nonautonomous functional-differential inclusions of neutral type
- On improved predictive density estimation with parametric constraints
- Quasi-equilibrium grid algorithm: geometric construction for model reduction
- Remarks on necessary conditions for minimizers of one-dimensional variational problems
- Optimal control of difference, differential, and differential-difference inclusions
- Semidefinite Representations of Noncompact Convex Sets
- Necessary conditions for the neutral problem of Bolza with continuously varying time delay
- The optimal strategy for a bioeconomical model of a harvesting renewable resource problem.
- Smooth strongly convex interpolation and exact worst-case performance of first-order methods
- On the numerical solution of some eikonal equations: an elliptic solver approach
- When terminal facelift enforces delta constraints
- Good formal structures for flat meromorphic connections. I: Surfaces
- 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
- Identification for control: Optimal input intended to identify a minimum variance controller
- Liquidity-adjusted risk measures
- Discussion: Latent variable graphical model selection via convex optimization
- Discussion: Latent variable graphical model selection via convex optimization
- Regularized robust optimization: the optimal portfolio execution case
- Approximate KKT points and a proximity measure for termination
- Generalized Euler-Lagrange equation for nonsmooth calculus of variations
- Total cyclic variation and generalizations
- Supermartingales in Prediction with Expert Advice
- Latent variable graphical model selection via convex optimization
- Distributed caching over heterogeneous mobile networks
- Smoothing proximal gradient method for general structured sparse regression
- Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time
- Distance majorization and its applications
- Global optimization of bounded factorable functions with discontinuities
- Maximum Principles for Optimal Control Problems with Differential Inclusions
- A new accelerated positive-indefinite proximal ADMM for constrained separable convex optimization problems
- Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications
This page was built for publication: Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4891017)