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Tent Method, optimization and robustness
Author(s) -
Boltyanski V.
Publication year - 2004
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.745
Subject(s) - maxima and minima , minimax , robustness (evolution) , mathematical optimization , mathematics , optimization problem , maxima , computer science , mathematical analysis , biochemistry , art , chemistry , performance art , gene , art history
The Tent Method solves different extremal problems (minima and maxima of smooth functions, minimax problems, optimization problems, etc.). A detailed description of the Method with its geometrical and topological foundations is given. The Tent Method has application to optimization problems; in particular, it allows to prove the Maximum Principle . The last section contains the sufficient condition of optimality (in a revised form) and the robust optimization problems . We show that the regular synthesis (which is the main instrument in the sufficient conditions of optimality) ensures the robustness. The text is illustrated by figures and examples. Copyright © 2004 John Wiley & Sons, Ltd.