Nonsmooth Optimization : Analysis and Algorithms With Applications to Optimal Control

Makela, Marko M.; Neittaanmaki, Pekka

ISBN 10: 9810207735 / ISBN 13: 9789810207731

Edité par World Scientific Publishing Company, 1992

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Détails bibliographiques

• Titre: Nonsmooth Optimization : Analysis and Algorithms With Applications to Optimal Control
• Éditeur: World Scientific Publishing Company
• Date de parution: 1992
• Langue: anglais
• ISBN à 10 chiffres: 9810207735
• ISBN à 13 chiffres: 9789810207731
• Reliure: Couverture rigide
• État de l'article: As New

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Synopsis

This book is a self-contained elementary study for nonsmooth analysis and optimization, and their use in solution of nonsmooth optimal control problems. The first part of the book is concerned with nonsmooth differential calculus containing necessary tools for nonsmooth optimization. The second part is devoted to the methods of nonsmooth optimization and their development. A proximal bundle method for nonsmooth nonconvex optimization subject to nonsmooth constraints is constructed. In the last part nonsmooth optimization is applied to problems arising from optimal control of systems covered by partial differential equations. Several practical problems, like process control and optimal shape design problems are considered.