Optimization problems with convex epigraphs. Application to optimal control

• Autorzy: Arkadii V. Kryazhimskii
• 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

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2001
• Tom: 11
• Numer: 4
• Strony: 773-801

Daty

wydano

2001

otrzymano

2001-06-01

poprawiono

2001-09-01

Twórcy

autor

Arkadii V. Kryazhimskii

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

Bibliografia

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