<p>This book serves as an introductory text to optimization theory in normed spaces. Topics of this book are existence results, various differentiability notions together with optimality conditions, the contingent cone, a generalization of the Lagrange multiplier rule, duality theory, extended semid
Introduction to the Theory of Nonlinear Optimization
โ Scribed by Johannes Jahn
- Publisher
- Springer
- Year
- 2007
- Tongue
- English
- Leaves
- 300
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Cover......Page 1
Title......Page 3
Preface......Page 6
Contents......Page 7
1 Introduction and Problem Formulation......Page 9
2.1 Problem Formulation......Page 15
2.2 Existence Theorems......Page 16
2.3 Set of Minimal Points......Page 26
2.4 Application to Approximation Problems......Page 27
2.5 Application to Optimal Control Problems......Page 31
Exercises......Page 37
3.1 Directional Derivative......Page 39
3.2 Gateaux and Frechet Derivatives......Page 45
3.3 Subdifferential......Page 57
3.4 Quasidifferential......Page 65
3.5 Clarke Derivative......Page 75
Exercises......Page 83
4.1 Definition and Properties......Page 87
4.2 Optimality Conditions......Page 96
4.3 A Lyusternik Theorem......Page 103
Exercises......Page 111
5.1 Problem Formulation......Page 113
5.2 Necessary Optimality Conditions......Page 116
5.3 Sufficient Optimality Conditions......Page 134
5.4 Application to Optimal Control Problems......Page 144
Exercises......Page 164
6.1 Problem Formulation......Page 167
6.2 Duality Theorems......Page 172
6.3 Saddle Point Theorems......Page 176
6.4 Linear Problems......Page 180
6.5 Application to Approximation Problems......Page 183
Exercises......Page 192
7.1 Lowner Ordering Cone and Extensions......Page 195
7.2 Optimality Conditions......Page 210
7.3 Duality......Page 215
Exercises......Page 218
8.1 Linear Quadratic Optimal Control Problems......Page 221
8.2 Time Minimal Control Problems......Page 229
Exercises......Page 246
A Weak Convergence......Page 249
B Reflexivity of Banach Spaces......Page 251
C Hahn-Banach Theorem......Page 253
D Partially Ordered Linear Spaces......Page 257
Bibliography......Page 261
Answers to the Exercises......Page 283
Index......Page 297
๐ SIMILAR VOLUMES
<p>This book offers an introduction to optimization theory in normed spaces. The topics covered include existence results, various differentiability notions together with optimality conditions, the contingent cone, a generalization of the Lagrange multiplier rule, duality theory, extended semidefini
This book serves as an introductory text to optimization theory in normed spaces and covers all areas of nonlinear optimization. It presents fundamentals with particular emphasis on the application to problems in the calculus of variations, approximation and optimal control theory. The reader is exp