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Extremum Problems with Separable Graphs

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Abstract

The paper introduces a geometric feature of separability of graphs for extremum equality-type boundary problems. To find an optimal value for a problem with an almost separable graph, the paper presents an iteration algorithm, each step of which minimizes Lagrangian function for the main variable with a fixed Lagrangian multiplier. This algorithm dates back to Krasovskii extremal shift method from differential game theory.

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Authors and Affiliations

  1. V. A. Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, Russia

    A. V. Kryazhimskii & Yu. S. Osipov

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  1. A. V. Kryazhimskii
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  2. Yu. S. Osipov
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Kryazhimskii, A.V., Osipov, Y.S. Extremum Problems with Separable Graphs. Cybernetics and Systems Analysis 38, 175–194 (2002). https://doi.org/10.1023/A:1016387227459

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