Lagrangian Subgradients

DOI10.1287/mnsc.17.3.185zbMath0206.22201OpenAlexW4236179694MaRDI QIDQ5606441

R. C. Grinold

Publication date: 1970

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.17.3.185

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Related Items (4)

Subgradient optimization applied to a discrete nonlinear problem in engineering design ⋮ Generalized envelope theorems: applications to dynamic programming ⋮ The omnipresence of Lagrange ⋮ On a stochastic program with simple recourse

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