Multiplier methods for optimization problems with Lipschitzian derivatives

DOI10.1134/S0965542512120081zbMath1274.49043MaRDI QIDQ2836747

Alexey F. Izmailov, Alexey S. Kurennoy

Publication date: 3 July 2013

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

multiplier methodsmathematical programmingaugmented Lagrange functionNewton iteration schemelinearized constraintsLipschitzian derivatives

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15)

Related Items (1)

Strongly regular nonsmooth generalized equations

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