Convexity of nonlinear image of a small ball with applications to optimization (Q5945282)

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scientific article; zbMATH DE number 1656462
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Convexity of nonlinear image of a small ball with applications to optimization
scientific article; zbMATH DE number 1656462

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    Convexity of nonlinear image of a small ball with applications to optimization (English)
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    25 March 2002
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    The basic result of the paper states that under specified conditions an image created by a nonlinear map of a small ball in the Hilbert space is a convex set. The idea is simple: the ball is strongly convex, thus its image under a linear map is strongly convex as well. But it cannot loose convexity for a nonlinear map which is close enough to its linearization. As the author notes, the result also holds if the ball is replaced by any other strongly convex set (e.g. by a nondegenerate ellipsoid). This result has numerous applications in optimization and control. The author proves the duality theory for nonconvex mathematical programming problems with extra constraint \(\|x-a\|\leq\varepsilon\). A special algorithm for such problems is described. Various applications to control problems based on the convexity of the reachable set for nonlinear systems with ``small power control'' are outlined in the last section of the paper.
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    nonlinear transformation
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    optimal control
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    image
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    convexity
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    duality
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    nonconvex mathematical programming
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