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.

Report Date:

1982-02-19

Pagination or Media Count:

22.0

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