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Nonsmooth Optimization-analysis and Algorithms with Applications to Optimal Control

Format: Paperback
Publisher: World Scientific Publishing Co Pte Ltd, Singapore, Singapore
Published: 29th Nov 1998
Dimensions: h 220mm
ISBN-10: 9810236905
ISBN-13: 9789810236908
Barcode No: 9789810236908
This book is a self-contained elementary study for nonsmooth analysis and optimization, and their use in solution of nonsmooth optimal control problems. The first part of the book is concerned with nonsmooth differential calculus containing necessary tools for nonsmooth optimization. The second part is devoted to the methods of nonsmooth optimization and their development. A proximal bundle method for nonsmooth nonconvex optimization subject to nonsmooth constraints is constructed. In the last part nonsmooth optimization is applied to problems arising from optimal control of systems covered by partial differential equations. Several practical problems, like process control and optimal shape design problems are considered.

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