Augmented Lagrangians with Adaptive Precision Control for Quadratic Programming with Simple Bounds and Equality Constraints

JOURNAL ARTICLE published January 2003 in SIAM Journal on Optimization

Authors: Z. Dostál | A. Friedlander | S. A. Santos

Inexact Semimonotonic Augmented Lagrangians with Optimal Feasibility Convergence for Convex Bound and Equality Constrained Quadratic Programming

JOURNAL ARTICLE published January 2005 in SIAM Journal on Numerical Analysis

Authors: Z. Dostál

A New Class of Augmented Lagrangians in Nonlinear Programming

JOURNAL ARTICLE published September 1979 in SIAM Journal on Control and Optimization

Authors: G. Di Pillo | L. Grippo

Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Shanjian Tang

Copositivity and the Minimization of Quadratic Functions with Nonnegativity and Quadratic Equality Constraints

JOURNAL ARTICLE published July 1996 in SIAM Journal on Control and Optimization

Authors: J. C. Preisig

On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization

JOURNAL ARTICLE published January 2001 in SIAM Journal on Scientific Computing

Authors: Nicholas I. M. Gould | Mary E. Hribar | Jorge Nocedal

Lagrange Multipliers for Nonconvex Generalized Gradients with Equality, Inequality, and Set Constraints

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: Jay S. Treiman

Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming

JOURNAL ARTICLE published January 2020 in SIAM Journal on Optimization

Authors: Xiaoyi Gu | Shabbir Ahmed | Santanu S. Dey

Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Kai Du

An Augmented Lagrangian Method for Identifying Discontinuous Parameters in Elliptic Systems

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: Zhiming Chen | Jun Zou

Optimal Control Problems with Partially Polyhedric Constraints

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: J. Frédéric Bonnans | Housnaa Zidani

Linear-Quadratic Programming and Optimal Control

JOURNAL ARTICLE published May 1987 in SIAM Journal on Control and Optimization

Authors: R. T. Rockafellar

General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Shanjian Tang

Generating Linear and Linear-Quadratic Bilevel Programming Problems

JOURNAL ARTICLE published July 1993 in SIAM Journal on Scientific Computing

Authors: Paul H. Calamai | Luis N. Vicente

Primal-Dual Strategy for Constrained Optimal Control Problems

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: Maïtine Bergounioux | Kazufumi Ito | Karl Kunisch

Bolza Problems with Discontinuous Lagrangians and Lipschitz-Continuity of the Value Function

JOURNAL ARTICLE published January 2007 in SIAM Journal on Control and Optimization

Authors: Andrea Davini

A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization

JOURNAL ARTICLE published April 2011 in SIAM Journal on Optimization

Authors: Xinwei Liu | Yaxiang Yuan

A Global Optimization Algorithm for Concave Quadratic Programming Problems

JOURNAL ARTICLE published November 1993 in SIAM Journal on Optimization

Authors: Immanuel M. Bomze | Gabriele Danninger

Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians

JOURNAL ARTICLE published January 2002 in SIAM Journal on Control and Optimization

Authors: Michael Malisoff

Beyond Monotonicity in Regularization Methods for Nonlinear Complementarity Problems

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: Francisco Facchinei | Christian Kanzow