Lectures
Seminar information archive ~02/11|Next seminar|Future seminars 02/12~
2007/03/09
10:30-12:00 Room #123 (Graduate School of Math. Sci. Bldg.)
Kazufumi Ito (North Carolina State University)
Nonsmooth Optimization and Applications in PDEs
Kazufumi Ito (North Carolina State University)
Nonsmooth Optimization and Applications in PDEs
[ Abstract ]
Semismooth Newton method for solving nonlinear non-smooth equations in Banach spaces is discussed.
Applications include complementarity problems, variational inequalities and optimal control problems with control or state constraints, Black Scholes model with American option and imaging analysis.
Semismooth Newton method for solving nonlinear non-smooth equations in Banach spaces is discussed.
Applications include complementarity problems, variational inequalities and optimal control problems with control or state constraints, Black Scholes model with American option and imaging analysis.