Accession Number : ADA113075

Title :   Optimization Problems: Duality and Multiplier Methods.

Descriptive Note : Final technical rept.,

Corporate Author : WASHINGTON UNIV SEATTLE DEPT OF MATHEMATICS

Personal Author(s) : Rockafellar,R T

PDF Url : ADA113075

Report Date : 19 Feb 1982

Pagination or Media Count : 22

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)

Descriptors :   *Nonlinear programming, *Optimization, Algorithms, Stochastic processes, Networks, Control theory, Computations, Problem solving

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE