scientific article

zbMath0662.90044MaRDI QIDQ3813595

Dimitri P. Bertsekas

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

unconstrained optimizationconstrained optimizationsteepest descentconjugate gradientpenalty methodsfinite dimensional optimizationLagrange multiplier methodsquasi Newtonnondifferentiable constraintsdiscretized optimal control problemssecond order multiplier update strategiesrates of converence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Mathematical programming (90Cxx) Methods of successive quadratic programming type (90C55) Mathematical programming (90C99) Optimality conditions for free problems in two or more independent variables (49K10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01)

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