Regularized dual method for nonlinear mathematical programming
From MaRDI portal
Recommendations
- Duality-based regularization in a linear convex mathematical programming problem
- A dual regularized method in convex finite-dimensional optimization problems
- Publication:3468887
- A dual regularized method for solving a class of convex minimization problems
- scientific article; zbMATH DE number 67669
- scientific article; zbMATH DE number 5630197
- Duality of regularizations and hullfunctions for mathematical programming problems
- Primal-dual point method for nonlinear programming
- A dual method for solving the canonical linear programming problem
- Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems
Cited in
(11)- Duality of regularizations and hullfunctions for mathematical programming problems
- Dual regularization, marginal (repeated) values of the linear programming problem
- Local convexity conditions for reachability tubes of distributed control systems
- Dual regularization in non-linear inverse scattering problems
- Stable sequential Kuhn-Tucker theorem in iterative form or a regularized Uzawa algorithm in a regular nonlinear programming problem
- Inverse scattering problems of near-field subsurface pulse diagnostics
- Duality-based regularization in a linear convex mathematical programming problem
- Sequential stable Kuhn-Tucker theorem in nonlinear programming
- On regularization of the nondifferential Kuhn-Tucker theorem in a nonlinear problem for constrained extremum
- Parametric dual regularization for an optimal control problem with pointwise state constraints
- Perturbation method and regularization of the Lagrange principle in nonlinear constrained optimization problems
This page was built for publication: Regularized dual method for nonlinear mathematical programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5438130)
