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An Augmented Lagrangian Method for a Class of Inverse Quadratic Programming Problems

JOURNAL ARTICLE published February 2010 in Applied Mathematics and Optimization

Authors: Jianzhong Zhang | Liwei Zhang

https://doi.org/10.1007/s00245-009-9075-z Actions

A class of augmented Lagrangians for equality constraints in nonlinear programming problems

JOURNAL ARTICLE published January 2006 in Applied Mathematics and Computation

Authors: Xuewu Du | Liansheng Zhang | Yuelin Gao

https://doi.org/10.1016/j.amc.2005.02.034 Actions

Adaptive Precision Control in Quadratic Programming with Simple Bounds and/or Equalities

BOOK CHAPTER published 1998 in Applied Optimization

Authors: Zdeněk Dostál | Ana Friedlander | Sandra A. Santos

https://doi.org/10.1007/978-1-4613-3279-4_11 Actions

Saddle Points Theory of Two Classes of Augmented Lagrangians and Its Applications to Generalized Semi-infinite Programming

JOURNAL ARTICLE published June 2009 in Applied Mathematics and Optimization

Authors: Changyu Wang | Jinchuan Zhou | Xiuhua Xu

https://doi.org/10.1007/s00245-008-9060-y Actions

Linear Quadratic Optimal Control Problems with Fixed Terminal States and Integral Quadratic Constraints

JOURNAL ARTICLE published February 2021 in Applied Mathematics & Optimization

Authors: Jingrui Sun

https://doi.org/10.1007/s00245-018-9532-7 Actions

Minimax exactness and global saddle points of nonlinear augmented Lagrangians

JOURNAL ARTICLE published 2021 in Journal of Applied and Numerical Optimization

https://doi.org/10.23952/jano.3.2021.1.05 Actions

A recursive quadratic programming algorithm for semi-infinite optimization problems

JOURNAL ARTICLE published January 1982 in Applied Mathematics & Optimization

Authors: E. Polak | A. L. Tits

https://doi.org/10.1007/bf01447767 Actions

Stochastic Linear Quadratic Optimal Control Problems

JOURNAL ARTICLE published January 2001 in Applied Mathematics & Optimization

Authors: S. Chen | J. Yong

https://doi.org/10.1007/s002450010016 Actions

An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems

JOURNAL ARTICLE published June 2023 in Journal of Applied Mathematics and Computing

Research funded by National Natural Science Foundation of China (11831010,61821004,61925306) | Natural Science Foundation of Shandong Province (ZR2019ZD42,ZR2020ZD24) | National Key R &D Program of China (2022YFA1006103)

Authors: Heng Zhang

https://doi.org/10.1007/s12190-023-01857-9 Actions

Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon

JOURNAL ARTICLE published August 2018 in Applied Mathematics & Optimization

Authors: Jingrui Sun | Jiongmin Yong

https://doi.org/10.1007/s00245-017-9402-8 Actions

Optimality conditions for nonconvex mathematical programming problems using weak subdifferentials and augmented normal cones

JOURNAL ARTICLE published 2024 in Applied Set-Valued Analysis and Optimization

https://doi.org/10.23952/asvao.6.2024.2.08 Actions

Solving of time varying quadratic optimal control problems by using Bézier control points

JOURNAL ARTICLE published 2011 in Computational & Applied Mathematics

Authors: Mortaza Gachpazan

https://doi.org/10.1590/s1807-03022011000200007 Actions

A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming

JOURNAL ARTICLE published May 1992 in Applied Mathematics & Optimization

Authors: Bingsheng He

https://doi.org/10.1007/bf01182323 Actions

Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations

JOURNAL ARTICLE published December 2021 in Applied Mathematics & Optimization

Research funded by National Key R&D Program of China (2018YFB1305400) | National Natural Science Foundation of China (11971266,11571205) | National Natural Science Foundation of China (11831010) | Natural Science Foundation of Shandong Province (ZR2020ZD24,ZR2019ZD42)

Authors: Weijun Meng | Jingtao Shi

https://doi.org/10.1007/s00245-021-09778-4 Actions

Stability of solutions to control constrained nonlinear optimal control problems

JOURNAL ARTICLE published January 1990 in Applied Mathematics & Optimization

Authors: Walter Alt

https://doi.org/10.1007/bf01445157 Actions

A Dynamical Systems Analysis of Semidefinite Programming with Application to Quadratic Optimization with Pure Quadratic Equality Constraints

JOURNAL ARTICLE published 10 September 1999 in Applied Mathematics and Optimization

Authors: R. J. Orsi

https://doi.org/10.1007/s002459900122 Actions

Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations

JOURNAL ARTICLE published August 2019 in Applied Mathematics & Optimization

Authors: Xun Li | Jingrui Sun | Jie Xiong

https://doi.org/10.1007/s00245-017-9464-7 Actions

Continuous Viscosity Solutions to Linear-Quadratic Stochastic Control Problems with Singular Terminal State Constraint

JOURNAL ARTICLE published August 2021 in Applied Mathematics & Optimization

Authors: Ulrich Horst | Xiaonyu Xia

https://doi.org/10.1007/s00245-020-09673-4 Actions

Analytical solutions to the optimization of a quadratic cost function subject to linear and quadratic equality constraints

JOURNAL ARTICLE published September 1996 in Applied Mathematics & Optimization

Authors: I. Thng | A. Cantoni | Y. H. Leung

https://doi.org/10.1007/bf01182622 Actions

A Decomposition Algorithm for Solving Multi-Level Large-Scale Linear Programming Problems With Neutrosophic Parameters in the Constrains

JOURNAL ARTICLE published 1 September 2020 in Applied Mathematics & Information Sciences

https://doi.org/10.18576/amis/140519 Actions
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