The perturbation method and regularization of the Lagrange multiplier rule in convex constrained optimization problems
From MaRDI portal
Publication:6597569
DOI10.1134/S0081543824030155MaRDI QIDQ6597569
Publication date: 3 September 2024
Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)
Convex programming (90C25) Fréchet and Gateaux differentiability in optimization (49J50) Perturbation theory of linear operators (47A55) Derivatives of functions in infinite-dimensional spaces (46G05)
Cites Work
- On the variational principle
- Regularized parametric Kuhn-Tucker theorem in a Hilbert space
- Lagrange's principle in extremum problems with constraints
- Proximal Analysis and Boundaries of Closed Sets in Banach Space, Part I: Theory
- Optimization and nonsmooth analysis
- Nondifferential Kuhn–Tucker theorems in constrained extremum problems via subdifferentials of nonsmooth analysis
- Duality-based regularization in a linear convex mathematical programming problem
- On the stability of the functional optimization problem
- ON THE LAGRANGE MULTIPLIER RULE FOR MINIMIZING SEQUENCES
- The Sequential Quadratic Hamiltonian Method
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Related Items (1)
This page was built for publication: The perturbation method and regularization of the Lagrange multiplier rule in convex constrained optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6597569)
