International Journal of Mathematics and Mathematical Sciences
Volume 23 (2000), Issue 9, Pages 605-616
A global method for some class of optimization and control problems
Department of Mathematics, Mongolian State University, P.O. Box 46/635, Mongolia
Received 6 August 1998
Copyright © 2000 R. Enkhbat. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.