Linear-programming approach to nonconvex variational problems

DOI10.1007/S00211-004-0549-2zbMATH Open1063.65051OpenAlexW2039252662MaRDI QIDQ706592FDOQ706592

Authors: Tomáş Roubíçek, Sören Bartels 

Publication date: 8 February 2005

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-004-0549-2

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zbMATH Keywords

linear programmingconvergenceiterative schemesvariational problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving partial differential equations (49J20)

Cites Work

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Cited In (14)

• Simulation of phase combinations in shape memory alloys patches by hybrid optimization methods
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• Convergence of adaptive finite element methods for a nonconvex double-well minimization problem
• Partial linearization methods in nonlinear programming
• Title not available (Why is that?)
• Analysis of microstructures and phase transition phenomena in one-dimensional, non-linear elasticity by convex optimization
• Nonlinear one-parametric bottleneck linear programming
• Coarse-convex-compactification approach to numerical solution of nonconvex variational problems
• A modified split Bregman algorithm for computing microstructures through Young measures
• Linear decomposition approach for a class of nonconvex programming problems
• From a nonlinear, nonconvex variational problem to a linear, convex formulation
• Optimal laminates in single-slip elastoplasticity
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