An iterated projection approach to variational problems under generalized convexity constraints

DOI10.1007/s00245-016-9361-5zbMath1383.49040OpenAlexW2347113818MaRDI QIDQ681937

Xavier Dupuis, Guillaume Carlier

Publication date: 13 February 2018

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-016-9361-5

zbMATH Keywords

principal-agent problemconvex envelopesDykstra's algorithm\(b\)-convexity constraintconvexity constraintiterated projections

Mathematics Subject Classification ID

Convex programming (90C25) Management decision making, including multiple objectives (90B50) Discrete approximations in optimal control (49M25) Numerical methods for variational inequalities and related problems (65K15)

Related Items (1)

Linear-Time Convexity Test for Low-Order Piecewise Polynomials

Uses Software

• PLCP
• SQPlab

Cites Work

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