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Nonsmooth Optimization and Dual Bounds

  • N. Z. Shor
Part of the Ettore Majorana International Science Series book series (EMISS, volume 43)

Abstract

Lagrange function is a source for getting so called “dual bounds” for a wide class of mathematical programming problems: to find
$$f* = \inf {f_o}\left( x \right);X \subseteq {\mathbb{R}^n}$$
(1)
; subject to the constraints:
$${f_i}\left( x \right) \leqslant 0,i = 1, \ldots ,m$$
(2)
.

Keywords

Lagrange Function Quadratic Constraint Quadratic Problem Nonsmooth Optimization Quadratic Optimization Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    N.Z. Shor. “Minimization methods for non-differentiable functions”. Springer-Verlag (1985).Google Scholar
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Copyright information

© Springer Science+Business Media New York 1989

Authors and Affiliations

  • N. Z. Shor
    • 1
  1. 1.V.M. Glushkov Institute of CyberneticsKievUSSR

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