Optimization Problems: Duality and Multiplier Methods.

Abstract

Research under this grant during the period 1977-1981 resulted in 20 technical articles, two books and a Ph.D. thesis. The work is summarized under the following headings: (1) nonlinear programming algorithms, (2) multistage stochastic optimization, (3) networks and monotropic programming, (4) sub-gradient analysis and nonsmooth optimization, (5) marginal values and sensitivity analysis, (6) genericity of optimality conditions, (7) optimal control of dynamical systems. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 19, 1982
Accession Number
ADA113075

Entities

People

  • R. T. Rockafellar

Organizations

  • University of Washington

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Computations
  • Convex Programming
  • Differential Equations
  • Economic Analysis
  • Economic Models
  • Equations
  • Lagrangian Functions
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Partial Differential Equations
  • Random Variables
  • Real Variables
  • Statistical Distributions
  • Systems Engineering

Readers

  • Control Systems Engineering.
  • Operations Research
  • Technical Research and Report Writing.