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Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality.

R. Tyrrell Rockafellar
Published in: Math. Program. (2023)
Keyphrases
  • sufficient conditions
  • asymptotic optimality
  • fixed point
  • asymptotic stability
  • optimal solution
  • linear systems
  • lyapunov function
  • exponential stability
  • stationary policies
  • input output
  • efficiently computable