Methods of Dynamic and Nonsmooth Optimization
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Methods of Dynamic and Nonsmooth Optimization by Frank H. Clarke
Book DescriptionPresents the elements of a unified approach to optimization based on 'nonsmooth analysis', a term introduced in the 1970's by the author, who is a pioneer in the field. Based on a series of lectures given at a conference at Emory University in 1986, this volume presents its subjects in a self-contained and accessible manner. The topics treated here have been in an active state of development. Focuses mainly on deterministic optimal control, the calculus of variations, and mathematical programming. In addition, it features a tutorial in nonsmooth analysis and geometry and demonstrates that the method of value function analysis via proximal normals is a powerful tool in the study of necessary conditions, sufficient conditions, controllability, and sensitivity analysis. The distinction between inductive and deductive methods, the use of Hamiltonians, the verification technique, and penalization are also emphasized.
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Book DetailsISBN: 9780898712414
(228mm x 152mm x 6mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 1-Jan-1987
Country of Publication: United States
Books By Author Frank H. Clarke
Optimization and Nonsmooth Analysis, Paperback (January 1987)» View all books by Frank H. Clarke
Develops a general theory of nonsmooth analysis and geometry together with a set of associated techniques.
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