PROXIMAL SUBGRADIENTS, MARGINAL VALUES, AND AUGMENTED LAGRANGIANS IN NON-CONVEX OPTIMIZATION

被引：88

作者：

ROCKAFELLAR, RT

机构：

来源：

关键词：

D O I：

10.1287/moor.6.3.424

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：424 / 436

页数：13

共 13 条

[1] GENERALIZED GRADIENTS AND APPLICATIONS
CLARKE, FH
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1975, 205 (APR) : 247 - 262
[2] Gauvin J., 1979, Mathematics of Operations Research, V4, P458, DOI 10.1287/moor.4.4.458
[3] GAUVIN J, UNPUBLISHED
[4] Hestenes MR., 1966, CALCULUS VARIATIONS
[5] Robinson S., 1974, MATHEMATICAL PROGRAM, V7, P1, DOI DOI 10.1007/BF01585500
[6] Rockafellar R. T., 1979, NONLINEAR ANAL, V3, P145
[7] Rockafellar R.T., 1970, CONVEX ANAL
[8] GENERALIZED DIRECTIONAL-DERIVATIVES AND SUB-GRADIENTS OF NON-CONVEX FUNCTIONS
ROCKAFELLAR, RT
[J]. CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 1980, 32 (02): : 257 - 280
[9] AUGMENTED LAGRANGE MULTIPLIER FUNCTIONS AND DUALITY IN NONCONVEX PROGRAMMING
ROCKAFELLAR, RT
[J]. SIAM JOURNAL ON CONTROL, 1974, 12 (02): : 268 - 285
[10] DIRECTIONALLY LIPSCHITZIAN FUNCTIONS AND SUBDIFFERENTIAL CALCULUS
ROCKAFELLAR, RT
[J]. PROCEEDINGS OF THE LONDON MATHEMATICAL SOCIETY, 1979, 39 (SEP) : 331 - 355