Lagrangian Subgradients

DOI10.1287/MNSC.17.3.185zbMATH Open0206.22201OpenAlexW4236179694MaRDI QIDQ5606441FDOQ5606441

Authors: R. C. Grinold 

Publication date: 1970

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.17.3.185

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Cited In (4)

• On a stochastic program with simple recourse
• Generalized envelope theorems: applications to dynamic programming
• The omnipresence of Lagrange
• Subgradient optimization applied to a discrete nonlinear problem in engineering design

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