An iterated projection approach to variational problems under generalized convexity constraints

DOI10.1007/s00245-016-9361-5zbMath1383.49040MaRDI QIDQ681937

Guillaume Carlier, Xavier Dupuis

Publication date: 13 February 2018

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-016-9361-5

zbMATH Keywords

principal-agent problem; convex envelopes; Dykstra's algorithm; \(b\)-convexity constraint; convexity constraint; iterated projections

Mathematics Subject Classification ID

90C25: Convex programming

90B50: Management decision making, including multiple objectives

49M25: Discrete approximations in optimal control

65K15: Numerical methods for variational inequalities and related problems

Uses Software

• PLCP
• SQPlab