Mathematical Programming and Control Theory |
Other editions - View all
Common terms and phrases
adjoint differential equation algorithm applied assumed attain a minimum Banach spaces closed convex cone column constraint set convergence convex cone convex function convex problem convex set Craven defined Denote DLFP DOC1 dual equivalent Exercise F is convex feasible finite Fréchet derivative Fréchet differentiable functions f ƒ and g gradient Hence holds hypotheses implies inequality iteration L¹(I Lagrange multiplier Lagrangean LFEP linear constraints linear fractional program linear map linear program locally solvable mathematical programming matrix Maximize maximum minimization problem Minimize f(x Mond NFEP Nonlinear Programming norm objective function optimal control optimal control problem optimum P₁ positive definite positive semidefinite Proof q-equivalent quadratic programming Remark sequence shows simplex method SLFP solution sufficiently small t₁ theory u₁ variable vector space weak duality wh(a x₁ zero