Computational schemes for large-scale problems in extended linear-quadratic programming
- 1 March 1990
- journal article
- Published by Springer Nature in Mathematical Programming
- Vol. 48 (1) , 447-474
- https://doi.org/10.1007/bf01582268
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete TimeSIAM Journal on Control and Optimization, 1990
- Linear-Quadratic Programming and Optimal ControlSIAM Journal on Control and Optimization, 1987
- Iterative Methods for Large Convex Quadratic Programs: A SurveySIAM Journal on Control and Optimization, 1987
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programmingPublished by Springer Nature ,1986
- Methods for quadratic programming: A surveyComputers & Chemical Engineering, 1983
- Monotone Operators and the Proximal Point AlgorithmSIAM Journal on Control and Optimization, 1976
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex ProgrammingMathematics of Operations Research, 1976
- Convex AnalysisPublished by Walter de Gruyter GmbH ,1970