A Numerical Method for Variational Problems with Convexity Constraints

DOI10.1137/120869973zbMath1264.65097arXiv1107.5290OpenAlexW2068491204MaRDI QIDQ4917139

Adam M. Oberman

Publication date: 29 April 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.5290

zbMATH Keywords

convex optimizationnumerical examplesconvexityfinite difference methodsvariational problemsmathematical economics

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)

Related Items (8)

Adaptive, anisotropic and hierarchical cones of discrete convex functions ⋮ Conforming approximation of convex functions with the finite element method ⋮ Pointwise rates of convergence for the Oliker-Prussner method for the Monge-Ampère equation ⋮ The numerical solution of Newton's problem of least resistance ⋮ An iterated projection approach to variational problems under generalized convexity constraints ⋮ Monotone and consistent discretization of the Monge-Ampère operator ⋮ Discretization of functionals involving the Monge-Ampère operator ⋮ Linear-Time Convexity Test for Low-Order Piecewise Polynomials

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