An approach to the solution of discontinuous extremal problems (Q1913069)
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English | An approach to the solution of discontinuous extremal problems |
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An approach to the solution of discontinuous extremal problems (English)
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2 June 1996
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An approach to the analysis of discontinuous functions and to the solution of discontinuous extremal problems is described. The approach is based on the so-called approximational gradient. This concept was introduced in the book ``Optimization of discontinuous functions'' (Russian) (1984; Zbl 0535.49001)] published by the author and \textit{L. A. Majboroda}. The approximational gradient is a vector generalizing the concept of subgradient, which is known from the literature. It is used to generalize the basic theorems from differential calculus and optimization (e.g., Fermat, Lagrange, Kuhn-Tucker, and Dubovitskij-Milyutin theorems as well as Pontryagin maximum principle). The author also generalizes the Newton-Kantorovich method for solving operator equations and includes results of some numerical experiments.
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nondifferentiable optimization
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discontinuous extremal problems
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approximational gradient
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