Mixed min-max optimization problem with restrictions (Q1103857)
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English | Mixed min-max optimization problem with restrictions |
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Mixed min-max optimization problem with restrictions (English)
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1988
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The author reformulates a certain minimax optimization problem for which necessary conditions were obtained by \textit{E. I. Zheleznov} [Differ. Uravn. 19, No.9, 1487-1495 (1983; Zbl 0598.49019)]. In the reformulation certain relaxed controls are introduced and penalization discussed in the first authors earlier papers [Appl. Math. Optimization 2, 291-303 (1976); J. Optimization Theory Appl. 52, 81-95 (1987; Zbl 0592.49014)] is used. In the particular case where the controls are linear and the control sets are convex polyhedra, the relaxed controls are ordinary controls taking values on the vertices of the polyhedra. Three examples are presented with explicit numerical calculations for two of them.
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minimax optimization
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relaxed controls
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penalization
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