Finite convergence of algorithms for nonlinear programs and variational inequalities
From MaRDI portal
Publication:809897
DOI10.1007/BF00940629zbMATH Open0732.90076OpenAlexW2010413631MaRDI QIDQ809897FDOQ809897
Recommendations
- On finite convergence of proximal point algorithms for variational inequalities
- Finite convergence of the proximal point algorithm for variational inequality problems
- Publication:4205242
- Convergence of iterative algorithms for nonlinear variational-like inequalities
- Convergence of algorithms in optimization and solutions of nonlinear equations
- Algorithms for the variational inequalities and fixed point problems
- Convergence of an extragradient algorithm for fixed point and variational inequality problems
- Weakly sharp solutions and finite convergence of algorithms for a variational inequality problem
- On the finite convergence of interior-point algorithms for linear programming
- Convergent Algorithms for a Class of Convex Semi-infinite Programs
Cites Work
- scientific article; zbMATH DE number 3898606 (Why is no real title available?)
- scientific article; zbMATH DE number 3912096 (Why is no real title available?)
- scientific article; zbMATH DE number 3748742 (Why is no real title available?)
- A simple characterization of solutions sets of convex programs
- An iterative scheme for variational inequalities
- Convergence Rates for Conditional Gradient Sequences Generated by Implicit Step Length Rules
- Convergence of SQP-Like Methods for Constrained Optimization
- Convex Analysis
- Convex programming in Hilbert space
- Foundations of optimization
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
- Iterative methods for variational and complementarity problems
- Jointly Constrained Biconvex Programming
- Minimum principle sufficiency
- Newton’s Method and the Goldstein Step-Length Rule for Constrained Minimization Problems
- Note on solving linear complementarity problems as jointly constrained bilinear programs
- On the Goldstein-Levitin-Polyak gradient projection method
- On the Identification of Active Constraints
- On the convergence of projected gradient processes to singular critical points
- Projected Newton Methods for Optimization Problems with Simple Constraints
- Projected gradient methods for linearly constrained problems
- Rates of Convergence for Conditional Gradient Algorithms Near Singular and Nonsingular Extremals
- Sensitivity analysis for variational inequalities
- Solution of symmetric linear complementarity problems by iterative methods
- Two-Metric Projection Methods for Constrained Optimization
Cited In (27)
- Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems
- Finite termination of the optimal solution sequence in parametric optimization
- A proximal method for identifying active manifolds
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Minimum principle sufficiency
- Accelerating convergence of cutting plane algorithms for disjoint bilinear programming
- Proximal methods avoid active strict saddles of weakly convex functions
- Computing proximal points of convex functions with inexact subgradients
- Title not available (Why is no real title available?)
- Generic minimizing behavior in semialgebraic optimization
- On the weakest constraint qualification for sharp local minimizers
- Optimality, identifiability, and sensitivity
- Finite termination of a Newton-type algorithm for a class of affine variational inequality problems
- Title not available (Why is no real title available?)
- Finite convergence of nonsmooth equation based methods for affine variational inequalities
- Derivative-free optimization methods for finite minimax problems
- Convergent Algorithms for a Class of Convex Semi-infinite Programs
- On finite convergence of proximal point algorithms for variational inequalities
- Weakly sharp solutions and finite convergence of algorithms for a variational inequality problem
- Active-set Newton methods and partial smoothness
- Variational analysis on local sharp minima via exact penalization
- Relax-and-split method for nonconvex inverse problems
- First-order conditions for isolated locally optimal solutions
- Note on solving linear complementarity problems as jointly constrained bilinear programs
- Partial smoothness and constant rank
- Convergence analysis of a nonlinear Lagrangian algorithm for nonlinear programming with inequality constraints
- Global convergence and finite termination of a class of smooth penalty function algorithms
This page was built for publication: Finite convergence of algorithms for nonlinear programs and variational inequalities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q809897)
