Lagrange Multipliers and Optimality
暂无分享,去创建一个
[1] J. Farkas. Theorie der einfachen Ungleichungen. , 1902 .
[2] J. Neumann. Zur Theorie der Gesellschaftsspiele , 1928 .
[3] E. Neville,et al. Introduction a la Geometrie Infinitesimale Directe , 1933 .
[4] R. Courant. Variational methods for the solution of problems of equilibrium and vibrations , 1943 .
[5] E. Rowland. Theory of Games and Economic Behavior , 1946, Nature.
[6] O. H. Brownlee,et al. ACTIVITY ANALYSIS OF PRODUCTION AND ALLOCATION , 1952 .
[7] L. Pennisi. An Indirect Sufficiency Proof for the Problem of Lagrange with Differential Inequalities as Added Side Conditions , 1953 .
[8] W. Zangwill. Non-Linear Programming Via Penalty Functions , 1967 .
[9] Douglas Gale. A Geometric Duality Theorem with Economic Applications , 1967 .
[10] E. Beltrami. A constructive proof of the Kuhn-Tucker multiplier rule , 1969 .
[11] M. Powell. A method for nonlinear constraints in minimization problems , 1969 .
[12] T. Pietrzykowski. An Exact Potential Method for Constrained Maxima , 1969 .
[13] M. Hestenes. Multiplier and gradient methods , 1969 .
[14] R. Rockafellar. Some Convex Programs Whose Duals Are Linearly Constrained , 1970 .
[15] R. Rockafellar. Ordinary convex programs without a duality gap , 1971 .
[16] R. Rockafellar. The multiplier method of Hestenes and Powell applied to convex programming , 1973 .
[17] Floyd J. Gould,et al. A general saddle point result for constrained optimization , 1973, Math. Program..
[18] E. J. McShane. The Lagrange Multiplier Rule , 1973 .
[19] M. Nashed,et al. On the cones of tangents with applications to mathematical programming , 1974 .
[20] R. Rockafellar. Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming , 1974 .
[21] O. Mangasarian. Unconstrained Lagrangians in Nonlinear Programming , 1975 .
[22] F. Clarke. Generalized gradients and applications , 1975 .
[23] B. Mordukhovich. Maximum principle in the problem of time optimal response with nonsmooth constraints PMM vol. 40, n≗ 6, 1976, pp. 1014-1023 , 1976 .
[24] R. Tyrrell Rockafellar,et al. Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming , 1976, Math. Oper. Res..
[25] Frank H. Clarke,et al. A New Approach to Lagrange Multipliers , 1976, Math. Oper. Res..
[26] 丸山 徹. Convex Analysisの二,三の進展について , 1977 .
[27] J. Penot. Calcul sous-differentiel et optimisation , 1978 .
[28] A. Ioffe. Necessary and Sufficient Conditions for a Local Minimum. 3: Second Order Conditions and Augmented Duality , 1979 .
[29] A. Ben-Tal. Second-order and related extremality conditions in nonlinear programming , 1980 .
[30] R. Tyrrell Rockafellar,et al. Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization , 1981, Math. Oper. Res..
[31] Harold W. Kuhn,et al. Nonlinear programming: a historical view , 1982, SMAP.
[32] R. Rockafellar. Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming , 1982 .
[33] Dimitri P. Bertsekas,et al. Constrained Optimization and Lagrange Multiplier Methods , 1982 .
[34] F. Clarke. Optimization And Nonsmooth Analysis , 1983 .
[35] A. Ioffe. Approximate subdifferentials and applications. I. The finite-dimensional theory , 1984 .
[36] R. Rockafellar. Directional differentiability of the optimal value function in a nonlinear programming problem , 1984 .
[37] J. Aubin,et al. Applied Nonlinear Analysis , 1984 .
[38] A. Ioffe. Calculus of Dini subdifferentials of functions and contingent coderivatives of set-valued maps , 1984 .
[39] A. Barrett. Network Flows and Monotropic Optimization. , 1984 .
[40] R. Rockafellar. Extensions of subgradient calculus with applications to optimization , 1985 .
[41] R. Rockafellar,et al. A Lagrangian Finite Generation Technique for Solving Linear-Quadratic Problems in Stochastic Programming , 1986 .
[42] Roger J.-B. Wets,et al. Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm , 1986 .
[43] R. Rockafellar. Linear-quadratic programming and optimal control , 1987 .
[44] R. Rockafellar. Conjugate Duality and Optimization , 1987 .
[45] R. Tyrrell Rockafellar,et al. Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives , 1989, Math. Oper. Res..
[46] R. Rockafellar. Perturbation of Generalized Kuhn-Tucker Points in Finite-Dimensional Optimization , 1989 .
[47] R. Rockafellar. Hamiltonian trajectories and duality in the optimal control of linear systems with convex costs , 1989 .
[48] F. Clarke. Methods of dynamic and nonsmooth optimization , 1989 .
[49] R. Rockafellar,et al. Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time , 1990 .
[50] R. Tyrrell Rockafellar,et al. Computational schemes for large-scale problems in extended linear-quadratic programming , 1990, Math. Program..
[51] R. Rockafellar. Nonsmooth analysis and parametric optimization , 1990 .
[52] J. Burke. An exact penalization viewpoint of constrained optimization , 1991 .
[53] R. Rockafellar,et al. Amenable functions in optimization , 1992 .
[54] J. V. Burke,et al. Optimality conditions for non-finite valued convex composite functions , 1992, Math. Program..
[55] R. Rockafellar,et al. A Calculus of EPI-Derivatives Applicable to Optimization , 1993, Canadian Journal of Mathematics.
[56] R. Tyrrell Rockafellar,et al. Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming , 1993, SIAM J. Optim..
[57] P. Berck,et al. Calculus of variations and optimal control theory , 1993 .
[58] K. Schittkowski,et al. NONLINEAR PROGRAMMING , 2022 .