Mixed Frank-Wolfe penalty method with applications to nonconvex optimal control problems

Chryssoverghi, I; Bacopoulos, A; Kokkinis, B; Coletsos, J

dc.contributor.author	Chryssoverghi, I	en
dc.contributor.author	Bacopoulos, A	en
dc.contributor.author	Kokkinis, B	en
dc.contributor.author	Coletsos, J	en
dc.date.accessioned	2014-03-01T01:13:12Z
dc.date.available	2014-03-01T01:13:12Z
dc.date.issued	1997	en
dc.identifier.issn	0022-3239	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/12349
dc.subject	Distributed systems	en
dc.subject	Frank-Wolfe method	en
dc.subject	Lumped systems	en
dc.subject	Mixed penalty method	en
dc.subject	Optimal control	en
dc.subject	Relaxed control	en
dc.subject.classification	Operations Research & Management Science	en
dc.subject.classification	Mathematics, Applied	en
dc.subject.other	RELAXED CONTROLS	en
dc.subject.other	SYSTEMS	en
dc.subject.other	APPROXIMATION	en
dc.subject.other	CONVERGENCE	en
dc.subject.other	ALGORITHM	en
dc.subject.other	EQUATIONS	en
dc.title	Mixed Frank-Wolfe penalty method with applications to nonconvex optimal control problems	en
heal.type	journalArticle	en
heal.identifier.primary	10.1023/A:1022631611812	en
heal.identifier.secondary	http://dx.doi.org/10.1023/A:1022631611812	en
heal.language	English	en
heal.publicationDate	1997	en
heal.abstract	We consider a general optimization problem which is an abstract formulation of a broad class of state-constrained optimal control problems in relaxed form. We describe a generalized mixed Frank-Wolfe penalty method for solving the problem and prove that, under appropriate assumptions, accumulation points of sequences constructed by this method satisfy the necessary conditions for optimality. The method is then applied to relaxed optimal control problems involving lumped as well as distributed parameter systems. Numerical examples are given.	en
heal.publisher	PLENUM PUBL CORP	en
heal.journalName	Journal of Optimization Theory and Applications	en
dc.identifier.doi	10.1023/A:1022631611812	en
dc.identifier.isi	ISI:A1997XM20500002	en
dc.identifier.volume	94	en
dc.identifier.issue	2	en
dc.identifier.spage	311	en
dc.identifier.epage	334	en