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  • Search: subject:"Lagrangian method"
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Year of publication
Subject
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Augmented Lagrangian method 20 Mathematical programming 18 Mathematische Optimierung 18 Theorie 18 Theory 18 Lagrangian method 11 Nonlinear programming 8 augmented Lagrangian method 7 Algorithm 6 Algorithmus 6 Nichtlineare Optimierung 6 Constrained optimization 3 Global convergence 3 Structured variational inequalities 3 Allocation 2 Allokation 2 Alternating direction augmented Lagrangian method 2 Complementarity problem 2 Diffusions 2 Equity and liability 2 Evolutionary algorithms 2 Logarithmic-quadratic proximal method 2 Nash equilibrium 2 Nichtlineare Regression 2 Nonlinear regression 2 Nonlinear temporary price impact 2 Optimal chiller loading 2 Polynomial optimization 2 Portfolio deleveraging 2 Portfolio optimization 2 Portfolio selection 2 Portfolio-Management 2 Randomized strategies 2 Resource allocation problem 2 Semi-smooth Newton method 2 Skorokhod embedding problem 2 Transaction costs 2 degeneracy 2 (Stabilized) sequential quadratic programming 1 0-1 Multidimensional knapsack problem 1
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Online availability
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Undetermined 40 Free 3 CC license 1
Type of publication
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Article 45 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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Undetermined 24 English 22
Author
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Chen, Jingnan 3 Feng, Liming 3 Peng, Jiming 3 Chang, Yung-Chung 2 Feng, Han 2 He, B. 2 Herzog, Roland 2 Kanzow, Christian 2 Kolossoski, O. 2 Kunisch, Karl 2 Li, M. 2 Lu, Zhaosong 2 Matioli, L. C. 2 Santos, P. S. M. 2 Sass, Jörn 2 Shao, H. 2 Silva, J. G. 2 Torrealba, E. M. R. 2 Yin, Wotao 2 Yuan, Xiaoming 2 Aouam, Tarik 1 Aybat, Necdet 1 Balande, Umesh 1 Bueno, L. F. 1 Calvo-Garrido, M. C. 1 Castelani, Emerson 1 Chen, Wu-Hsing 1 Claeyssen, J.R. 1 Cui, Ying 1 De Santis, Marianna 1 Deb, Kalyanmoy 1 Deng, Zhibin 1 Desai, Jitamitra 1 Ehrhardt, Matthias 1 Fernández, Arturo J. 1 Galvan, Giulio 1 Garibotti, C. 1 Ghadimi, Foad 1 Goldfarb, Donald 1 Guo, Lei 1
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Published in...
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Computational Optimization and Applications 10 Mathematics of operations research 6 European journal of operational research : EJOR 4 European Journal of Operational Research 3 Operations research letters 3 Computational Statistics 2 Energy 2 Mathematical Methods of Operations Research 2 Asia-Pacific Journal of Operational Research (APJOR) 1 Computational Statistics & Data Analysis 1 Decisions in Economics and Finance 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 IIMB Management Review 1 INFORMS journal on optimization 1 Les cahiers du GERAD 1 Mathematics and Computers in Simulation (MATCOM) 1 Natural Hazards 1 Operational research : an international journal 1 Operations research 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The journal of computational finance 1 Transportation research : an international journal 1
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Source
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RePEc 24 ECONIS (ZBW) 21 EconStor 1
Showing 1 - 10 of 46
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A set of linearised partially-parallel splitting methods for separable convex programs
Desai, Jitamitra; Wang, Kai - In: IIMB Management Review 37 (2025) 1, pp. 2-14
The proximal partially-parallel splitting method (PPSM), originally proposed in Wang, Desai, and He (2017), is a hybrid mechanism that inherits the nice properties of both Gauss-Seidel and Jacobian substitution procedures for solving the multiple-block convex minimisation problem, whose...
Persistent link: https://www.econbiz.de/10015444191
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ADMM-based augmented Lagrangian methods for robust aircraft recovery problem considering connection time, resource capacity and maintenance flexibility
Jiang, Jianlin; Zhang, Sijia; Tang, Yucong; Guo, Yuzhen; … - In: Transportation research : an international journal 201 (2025), pp. 1-28
Persistent link: https://www.econbiz.de/10015451602
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MADNCL : a GPU implementation of algorithm NCL for large-scale, degenerate nonlinear programs
Montoison, Alexis; Pacaud, François; Saunders, Michael A. - 2025
Persistent link: https://www.econbiz.de/10015467563
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Zero-one composite optimization : Lyapunov exact penalty and a globally convergent inexact augmented Lagrangian method
Zhang, Penghe; Xiu, Naihua; Luo, Ziyan - In: Mathematics of operations research 49 (2024) 4, pp. 2602-2625
Persistent link: https://www.econbiz.de/10015197979
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On the paper "augmented lagrangian algorithms for solving the continuous nonlinear resource allocation problem"
Bueno, L. F.; Haeser, G.; Kolossoski, O. - In: European journal of operational research : EJOR 313 (2024) 3, pp. 1217-1222
Persistent link: https://www.econbiz.de/10014456693
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Algorithms for difference-of-convex programs based on difference-of-Moreau-envelopes smoothing
Sun, Kaizhao; Sun, Xu Andy - In: INFORMS journal on optimization 5 (2023) 4, pp. 321-339
Persistent link: https://www.econbiz.de/10014433471
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Sequential optimality conditions for cardinality-constrained optimization problems with applications
Kanzow, Christian; Raharja, Andreas B.; Schwartz, Alexandra - In: Computational Optimization and Applications 80 (2021) 1, pp. 185-211
Recently, a new approach to tackle cardinality-constrained optimization problems based on a continuous reformulation of the problem was proposed. Following this approach, we derive a problem-tailored sequential optimality condition, which is satisfied at every local minimizer without requiring...
Persistent link: https://www.econbiz.de/10014501409
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Iteration complexity of a proximal augmented lagrangian method for solving nonconvex composite optimization problems with nonlinear convex constraints
Kong, Weiwei; Melo, Jefferson G.; Monteiro, Renato D. C. - In: Mathematics of operations research 48 (2023) 2, pp. 1066-1094
Persistent link: https://www.econbiz.de/10014314979
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Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem
Torrealba, E. M. R.; Silva, J. G.; Matioli, L. C.; … - In: European journal of operational research : EJOR 299 (2022) 1, pp. 46-59
Persistent link: https://www.econbiz.de/10013206949
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On degenerate doubly nonnegative projection problems
Cui, Ying; Liang, Ling; Sun, Defeng; Toh, Kim-Chuan - In: Mathematics of operations research 47 (2022) 3, pp. 2219-2239
Persistent link: https://www.econbiz.de/10013375047
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