On infinite-dimensional convex programs

DOI10.1016/S0022-0000(67)80023-0zbMath0239.90040OpenAlexW1985169665MaRDI QIDQ2553312

Edward Beltrami

Publication date: 1967

Published in: Journal of Computer and System Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-0000(67)80023-0

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (4)

MULTISYMPLECTIC VARIATIONAL INTEGRATORS FOR NONSMOOTH LAGRANGIAN CONTINUUM MECHANICS ⋮ Additive regression for predictors of various natures and possibly incomplete Hilbertian responses ⋮ New necessary conditions of optimality for control problems with state- variable inequality constraints ⋮ A constructive proof of the Kuhn-Tucker multiplier rule

Cites Work

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• A Rapidly Convergent Descent Method for Minimization
• Optimum Control, Inequality State Constraints, and the Generalized Newton-Raphson Algorithm
• A Class of Variational Problems in Search Theory and the Maximum Principle
• GENERAL NECESSARY CONDITIONS FOR OPTIMIZATION PROBLEMS
• The Slacked Unconstrained Minimization Technique for Convex Programming
• On a Method of Courant for Minimizing Functionals
• Variational methods for the solution of problems of equilibrium and vibrations

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