Lagrangian Subgradients

DOI10.1287/MNSC.17.3.185MaRDI QIDQ5606441zbMATH OpenOpenAlexFDO

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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