Displaying similar documents to “Linear programming interpretations of Mather’s variational principle”

A finite dimensional linear programming approximation of Mather's variational problem

Luca Granieri (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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We provide an approximation of Mather variational problem by finite dimensional minimization problems in the framework of -convergence. By a linear programming interpretation as done in [Evans and Gomes, ESAIM: COCV (2002) 693–702] we state a duality theorem for the Mather problem, as well a finite dimensional approximation for the dual problem.

Comparison between different duals in multiobjective fractional programming

Radu Boţ, Robert Chares, Gert Wanka (2007)

Open Mathematics

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The present paper is a continuation of [2] where we deal with the duality for a multiobjective fractional optimization problem. The basic idea in [2] consists in attaching an intermediate multiobjective convex optimization problem to the primal fractional problem, using an approach due to Dinkelbach ([6]), for which we construct then a dual problem expressed in terms of the conjugates of the functions involved. The weak, strong and converse duality statements for the intermediate problems...

Augmented Lagrangian methods for variational inequality problems

Alfredo N. Iusem, Mostafa Nasri (2010)

RAIRO - Operations Research

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We introduce augmented Lagrangian methods for solving finite dimensional variational inequality problems whose feasible sets are defined by convex inequalities, generalizing the proximal augmented Lagrangian method for constrained optimization. At each iteration, primal variables are updated by solving an unconstrained variational inequality problem, and then dual variables are updated through a closed formula. A full convergence analysis is provided, allowing for inexact solution of...