Solving cone-constrained convex programs by differential inclusions

DOI10.1007/BF01581692zbMath0823.90098OpenAlexW2079082939MaRDI QIDQ1334955

Sjur Didrik Flåm, Alberto Seeger

Publication date: 26 September 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581692

zbMATH Keywords

normal conedifferential inclusionHilbert spacesaddle pointviabilitypartial subgradient operators

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Programming in abstract spaces (90C48) Ordinary differential inclusions (34A60)

Related Items (2)

On a new class of differential variational inequalities and a stability result ⋮ Generalized weak sharp minima in cone-constrained convex optimization with applications

Cites Work

• Approximating saddle points as equilibria of differential inclusions
• Generalized Lagrange multiplier technique for nonlinear programming
• Every generating isotone projection cone is latticial and correct
• Paths to constrained Nash equilibria
• Integrals which are convex functionals
• Integrals which are convex functionals. II
• Continuous algorithms for solution of convex optimization problems and finding saddle points of contex-coneave functions with the use of projection operations
• Convex Analysis
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