Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems

2005 ◽  
Vol 15 (4) ◽  
pp. 1085-1104 ◽  
Author(s):  
Juan González-Hernández ◽  
Onésimo Hernández-Lerma
2000 ◽  
Vol 23 (9) ◽  
pp. 605-616 ◽  
Author(s):  
R. Enkhbat

The problem of maximizing a nonsmooth convex function over an arbitrary set is considered. Based on the optimality condition obtained by Strekalovsky in 1987 an algorithm for solving the problem is proposed. We show that the algorithm can be applied to the nonconvex optimal control problem as well. We illustrate the method by describing some computational experiments performed on a few nonconvex optimal control problems.


1975 ◽  
Vol 8 (1) ◽  
pp. 82-94 ◽  
Author(s):  
R. Kulikowski ◽  
L. Krus ◽  
K. Mańczak ◽  
A. Straszak

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