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Optimal Control Problems via Exact Penalty Functions

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Abstract

The nonsmoothness is viewed by many people as at least an undesirable (if not unavoidable) property. Our aim here is to show that recent developments in Nonsmooth Analysis (especially in Exact Penalization Theory) allow one to treat successfully even some quite ‘smooth’ problems by tools of Nonsmooth Analysis and Nondifferentiable Optimization. Our approach is illustrated by one Classical Control Problem of finding optimal parameters in a system described by ordinary differential equations.

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Authors and Affiliations

  1. Department of Applied Mathematics, St. Petersburg University, Staryi Peterhof, 198904, St. Petersburg, Russia

    V. F. Dem'yanov & V. V. Karelin

  2. Department of Mathematics, Università di Pisa, Via Buonarroti 2, I-56127, Pisa, Italy

    F. Giannessi

Authors
  1. V. F. Dem'yanov
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  2. F. Giannessi
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  3. V. V. Karelin
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Dem'yanov, V.F., Giannessi, F. & Karelin, V.V. Optimal Control Problems via Exact Penalty Functions. Journal of Global Optimization 12, 215–223 (1998). https://doi.org/10.1023/A:1008257323671

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  • DOI: https://doi.org/10.1023/A:1008257323671

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