Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality
R. T. Rockafellar
Topics & Concepts
MathematicsConvexityAugmented Lagrangian methodLagrange multiplierVariational analysisMathematical optimizationSaddle pointApplied mathematicsNonlinear programmingMultiplier (economics)Regularization (linguistics)Nonlinear systemComputer scienceGeometryPhysicsArtificial intelligenceFinancial economicsQuantum mechanicsMacroeconomicsEconomicsOptimization and Variational AnalysisAdvanced Optimization Algorithms ResearchSparse and Compressive Sensing Techniques