activity
20182025
most citedAugmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems

56 citations · 122 across the 9 of their papers we have counts for

collaborators

9 papers

quant-ph2025

All Hilbert spaces are the same: consequences for generalized coordinates and momenta

S. J. van Enk, Daniel A. Steck

Making use of the simple fact that all separable complex Hilbert spaces of given dimension are isomorphic, we show that there are just six basic ways to define generalized coordina…

math.PR2020★ 1 cited

Anatomy of an extreme event: What can we infer about the history of a heavy-tailed random walk?

Wesley W. Erickson, Daniel A. Steck

Extreme events are by nature rare and difficult to predict, yet are often much more important than frequent, typical events. An interesting counterpoint to the prediction of such e…

math.OC2019

Regularization of Limited Memory Quasi-Newton Methods for Large-Scale Nonconvex Minimization

Daniel Steck, Christian Kanzow

This paper deals with regularized Newton methods, a flexible class of unconstrained optimization algorithms that is competitive with line search and trust region methods and potent…

math.FA2018

Brezis pseudomonotonicity is strictly weaker than Ky-Fan hemicontinuity

Daniel Steck

In 1968, H. Brezis introduced a notion of operator pseudomonotonicity which provides a unified approach to monotone and nonmonotone variational inequalities (VIs). A closely relate…

math.OC2018

Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods

Christian Kanzow, Daniel Steck

This paper deals with quasi-variational inequality problems (QVIs) in a generic Banach space setting. We provide a theoretical framework for the analysis of such problems which is…

math.OC2018★ 5 cited

Relaxation schemes for mathematical programs with switching constraints

Christian Kanzow, Patrick Mehlitz, Daniel Steck

Switching-constrained optimization problems form a difficult class of mathematical programs since their feasible set is almost disconnected while standard constraint qualifications…

math.OC2018★ 56 cited

Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems

Christian Kanzow, Daniel Steck

We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard…

math.OC2018★ 47 cited

An Augmented Lagrangian Method for Optimization Problems in Banach Spaces

Christian Kanzow, Daniel Steck, Daniel Wachsmuth

We propose a variant of the classical augmented Lagrangian method for constrained optimization problems in Banach spaces. Our theoretical framework does not require any convexity o…

math.OC2018★ 13 cited

On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces

Christian Kanzow, Daniel Steck

This paper deals with a general form of variational problems in Banach spaces which encompasses variational inequalities as well as minimization problems. We prove a characterizati…