GCOE Seminars
Seminar information archive ~04/04|Next seminar|Future seminars 04/05~
2013/02/28
17:00-18:00 Room #270 (Graduate School of Math. Sci. Bldg.)
Kazufumi Ito (North Carolina State Univ.)
L0 optimization and Lagrange multiplier (ENGLISH)
Kazufumi Ito (North Carolina State Univ.)
L0 optimization and Lagrange multiplier (ENGLISH)
[ Abstract ]
Lp optimization with p ¥in[0,1) is investigated. The difficulty of natural lack of weak lower-semicontinuity is addressed and the Lagrange multiplier theory is developed. Existence results and necessary optimality conditions are obtained, and the semismooth Newton method using the primal-dual active set is developed. The theory and algorithm are demonstrated for the case of optimal control problems. A maximum principle is derived and existence of controls, in some cases relaxed controls, is proved.
Lp optimization with p ¥in[0,1) is investigated. The difficulty of natural lack of weak lower-semicontinuity is addressed and the Lagrange multiplier theory is developed. Existence results and necessary optimality conditions are obtained, and the semismooth Newton method using the primal-dual active set is developed. The theory and algorithm are demonstrated for the case of optimal control problems. A maximum principle is derived and existence of controls, in some cases relaxed controls, is proved.