OPTIMAL-CONTROL PROBLEMS VIA EXACT PENALTY-FUNCTIONS

Citation
Vf. Demyanov et al., OPTIMAL-CONTROL PROBLEMS VIA EXACT PENALTY-FUNCTIONS, Journal of global optimization, 12(3), 1998, pp. 215-223
Citations number
10
Categorie Soggetti
Mathematics,"Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
ISSN journal
09255001
Volume
12
Issue
3
Year of publication
1998
Pages
215 - 223
Database
ISI
SICI code
0925-5001(1998)12:3<215:OPVEP>2.0.ZU;2-2
Abstract
The nonsmoothness is viewed by many people as at least an undesirable (if not unavoidable) property. Our aim here is to show that recent dev elopments in Nonsmooth Analysis (especially in Exact Penalization Theo ry) allow one to treat successfully even some quite ''smooth'' problem s by tools of Nonsmooth Analysis and Nondifferentiable Optimization. O ur approach is illustrated by one Classical Control Problem of finding optimal parameters in a system described by ordinary differential equ ations.