Extragradient-type method for optimal control problem with linear constraints and convex objective function

Author:

Khoroshilova Elena V.

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization

Reference20 articles.

1. Vasiliev, F.P.: Optimization Methods. Factorial Press, Moscow (2002, in Russian)

2. Karush, W.: Minima of functions of several variables with inequalities as side conditions. Master’s thesis, Department of Mathematics, University of Chicago (1939)

3. Kuhn, H.W., Tucker, A.W.: Nonlinear programming. In: Neyman, J. (ed.) Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability. pp. 481–492. University of California Press, Berkeley (1951)

4. Intriligator M.: Mathematical Optimization and Economic Theory. Prentice-Hall, New York (1971)

5. Korpelevich, G.M.: The extragradient method for finding saddle points and other problems. Ekonomika i Matematicheskie Metody XII(6), 747–756 (1976, in Russian)

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