Convergence d'un algorithme de Franck et Wolfe appliqué à un problème de contrôle

A. Auslender; F. Brodeau

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique (1968)

  • Volume: 2, Issue: R1, page 3-12
  • ISSN: 0764-583X

How to cite

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Auslender, A., and Brodeau, F.. "Convergence d'un algorithme de Franck et Wolfe appliqué à un problème de contrôle." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 2.R1 (1968): 3-12. <http://eudml.org/doc/193096>.

@article{Auslender1968,
author = {Auslender, A., Brodeau, F.},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
keywords = {ordinary differential equations},
language = {fre},
number = {R1},
pages = {3-12},
publisher = {Dunod},
title = {Convergence d'un algorithme de Franck et Wolfe appliqué à un problème de contrôle},
url = {http://eudml.org/doc/193096},
volume = {2},
year = {1968},
}

TY - JOUR
AU - Auslender, A.
AU - Brodeau, F.
TI - Convergence d'un algorithme de Franck et Wolfe appliqué à un problème de contrôle
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 1968
PB - Dunod
VL - 2
IS - R1
SP - 3
EP - 12
LA - fre
KW - ordinary differential equations
UR - http://eudml.org/doc/193096
ER -

References

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  1. 11] M. FRANK and P. WOLFE, An algorithm for quadratic programmin, , Naval Research Logistics Quaterly (1956). MR89102
  2. [2] M. VALADIER, Extension d'un algorithme de Frank et Wolfe, Revue française de Recheche Opérationnelle n° 36 (1965) 
  3. [3] V. F. DEM'JANOV and A. M. RUBINOV, On the problem of minimization of a smooth functional with convex constraints, Soviet Mathematics, vol. 6, n° 1, 1965. Zbl0286.49018MR182895
  4. [4] B. T. POLJAK, Existence theorems and convergence of minimzing sequences in extremum problems with restrictions, Soviet Math., t. 166, n° 2. Zbl0171.09501

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