Gradient Methods for Dual Optimal Control and Max-Min Problems.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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The author considers two max-min problems. The first problem arises in optimal control theory when duality is used to reduce certain problems having a large number of nonlinear constraints to a sequence of problems, each having only one nonlinear constraint. The second problem is a variational problem for determining the optimum taper of a cooling fin. The principal aim is to describe and prove convergence of certain gradient procedures for solving these problems numerically. Author
- Theoretical Mathematics