Minimization of some non-differentiable functionals by the Augmented Lagrangian Method of Hestenes and Powell-Reference-Cited by-同舟云学术

Minimization of some non-differentiable functionals by the Augmented Lagrangian Method of Hestenes and Powell

Published:1975-09 Issue:3 Volume:2 Page:236-250
ISSN:0095-4616
Container-title:Applied Mathematics & Optimization
language:en
Short-container-title:Appl Math Optim

Author:

Fortin Michel

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF01464269.pdf

Reference14 articles.

1. K. J. Arrow, L. Hurwicz, andH. Uzawa,Studies in Non-Linear Programming, Stanford University Press, 1968.

2. I. Ekeland andR. Temam,Analyse Convexe et Problèmes Variationnels, Dunod, Paris, 1973.

3. M. R. Hestenes,Multiplier and Gradient Methods, Computing Method in Optimization Problems 2, L. A. Zadeh, L. W. Neustadt and A. V. Balakrishnan, eds., Academic Press, New York, 1969.

4. M. R. Hestenes, Multiplier and gradient methods,JOTA,4 (1969), 303?320.

5. D. P. Bertsekas, ?Non Differentiable Optimization via Approximation? Coordinated Science Laboratory working paper, University of Illinois, Urbana, Illinois 61801.

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