Optimization problems with convex epigraphs. Application to optimal control

• Autorzy: Kryazhimskii A. V.
• Języki publikacji: EN

Abstrakty

EN

For a class of infinite-dimensional minimization problems with nonlinear equality constraints, an iterative algorithm for finding global solutions is suggested. A key assumption is the convexity of the "epigraph", a set in the product of the image spaces of the constraint and objective functions. A convexification method involving randomization is used. The algorithm is based on the extremal shift control principle due to N.N. Krasovskii. An application to a problem of optimal control for a bilinear control system is described.

Słowa kluczowe

EN

nonconvex optimization; global optimization methods

PL

równanie nieliniowe; optymalizacja

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2001
• Tom: Vol. 11, no 4
• Strony: 773--801
• Opis fizyczny: Bibliogr. 14 poz.

Twórcy

autor

Kryazhimskii A. V.

• V.A. Steklov Institute of Mathematics Russian Academy of Sciences Gubkin Str. 8, 117966 Moscow, Russia,