Optimization: Algorithms and Consistent Approximations (Applied Mathematical Sciences, 124)

ISBN 10: 0387949712 / ISBN 13: 9780387949710

Editore: Springer, 1997

In. Codice articolo ria9780387949710_new

Riassunto:

This book deals with optimality conditions, algorithms, and discretization tech­ niques for nonlinear programming, semi-infinite optimization, and optimal con­ trol problems. The unifying thread in the presentation consists of an abstract theory, within which optimality conditions are expressed in the form of zeros of optimality junctions, algorithms are characterized by point-to-set iteration maps, and all the numerical approximations required in the solution of semi-infinite optimization and optimal control problems are treated within the context of con­ sistent approximations and algorithm implementation techniques. Traditionally, necessary optimality conditions for optimization problems are presented in Lagrange, F. John, or Karush-Kuhn-Tucker multiplier forms, with gradients used for smooth problems and subgradients for nonsmooth prob­ lems. We present these classical optimality conditions and show that they are satisfied at a point if and only if this point is a zero of an upper semicontinuous optimality junction. The use of optimality functions has several advantages. First, optimality functions can be used in an abstract study of optimization algo­ rithms. Second, many optimization algorithms can be shown to use search directions that are obtained in evaluating optimality functions, thus establishing a clear relationship between optimality conditions and algorithms. Third, estab­ lishing optimality conditions for highly complex problems, such as optimal con­ trol problems with control and trajectory constraints, is much easier in terms of optimality functions than in the classical manner. In addition, the relationship between optimality conditions for finite-dimensional problems and semi-infinite optimization and optimal control problems becomes transparent.

Contenuti: 1 Unconstrained Optimization.- 2 Finite Min-Max and Constrained Optimization.- 3 Semi-Infinite Optimization.- 4 Optimal Control.- 5 Mathematical Background.

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Titolo: Optimization: Algorithms and Consistent ...
Casa editrice: Springer
Data di pubblicazione: 1997
Legatura: Rilegato
Condizione: New