A generalization of the Opial's theorem
Author's introduction: "The game solved in the present paper belongs to a class of temporal games whose general model was given by S. Karlin [Mathematical methods and theory in games, programming and economics, Addison-Wesley, Reading, Mass., 1959; MR0111634]. The rules are as follows. There are two opposing players, A and B. Each player has a certain number of actions which he can take in the time interval [0,1]. Neither player knows the number of actions he or his opposer has. Each player knows...
In this paper, properties of projection and penalty methods are studied in connection with control problems and their discretizations. In particular, the convergence of an interior-exterior penalty method applied to simple state constraints as well as the contraction behavior of projection mappings are analyzed. In this study, the focus is on the application of these methods to discretized control problem.
We propose new projection method for nonsmooth convex minimization problems. We present some method of subgradient selection, which is based on the so called residual selection model and is a generalization of the so called obtuse cone model. We also present numerical results for some test problems and compare these results with some other convex nonsmooth minimization methods. The numerical results show that the presented selection strategies ensure long steps and lead to an essential acceleration...
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