Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control

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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.
Contents: "Part I: Nonsmooth Analysis: "IntroductionConvex AnalysisNonsmooth Differential TheoryNonsmooth GeometryNonsmooth Optimization Theory"Part II: Nonsmooth Optimization: "IntroductionA Survey of Bundle MethodsProximal Bundle Method for Nonconvex Constrained OptimizationNumerical Experiments"Part III: Nonsmooth Optimal Control: "IntroductionPreliminariesDistributed Parameter Control Problems Optimal Shape Design Boundary Control for Stefan Type Problems
Readership: Applied mathematicians, mathematicians, operations researchers, engineers, economists and mathematical physicists.

Pages: 268

Format: ebook

Publisher: World Scientific Publishing Company

Release: May 10, 2014

ISBN: 1299651739

ISBN 13: 9781299651739

Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control

Pekka Neittaanmäki

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Pages: 268

Format: ebook

Publisher: World Scientific Publishing Company

Release: May 10, 2014

ISBN: 1299651739

ISBN 13: 9781299651739

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Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control

Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control

Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control

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