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...

Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization

Abdelkrim El Mouatasim, Rachid Ellaia, José Souza de Cursi (2006)

International Journal of Applied Mathematics and Computer Science

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We consider the global optimization of a nonsmooth (nondifferentiable) nonconvex real function. We introduce a variable metric descent method adapted to nonsmooth situations, which is modified by the incorporation of suitable random perturbations. Convergence to a global minimum is established and a simple method for the generation of suitable perturbations is introduced. An algorithm is proposed and numerical results are presented, showing that the method is computationally effective...