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Displaying similar documents to “Conservation law constrained optimization based upon front-tracking”

Optimization problems with convex epigraphs. Application to optimal control

Arkadii Kryazhimskii (2001)

International Journal of Applied Mathematics and Computer Science

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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...