Displaying similar documents to “Necessary optimality conditions for discrete systems with state-dependent control region”

Optimization problems with convex epigraphs. Application to optimal control

Arkadii Kryazhimskii (2001)

International Journal of Applied Mathematics and Computer Science

Similarity:

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...

Convergence of prox-regularization methods for generalized fractional programming

Ahmed Roubi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

We analyze the convergence of the prox-regularization algorithms introduced in [1], to solve generalized fractional programs, without assuming that the optimal solutions set of the considered problem is nonempty, and since the objective functions are variable with respect to the iterations in the auxiliary problems generated by Dinkelbach-type algorithms DT1 and DT2, we consider that the regularizing parameter is also variable. On the other hand we study the convergence when the iterates...