TY - GEN

T1 - The steepest descent method in a non-smooth optimization problem

AU - Fominyh, A.V.

PY - 2013

Y1 - 2013

N2 - The paper considers the problem of bringing the trajectory of the system of differential equations in the minimum locality of a point under the constraints on the initial position. In the problem the system approximate solution of a special form is used. The problem is reduced to the minimization problem under constraints. The software implementation of the steepest descent method is described. The existence of exact penalty constant and the convergence of the method for a particular class of functions are proved. The possibility of application of the program to the more general problem of non-smooth optimization is mentioned.

AB - The paper considers the problem of bringing the trajectory of the system of differential equations in the minimum locality of a point under the constraints on the initial position. In the problem the system approximate solution of a special form is used. The problem is reduced to the minimization problem under constraints. The software implementation of the steepest descent method is described. The existence of exact penalty constant and the convergence of the method for a particular class of functions are proved. The possibility of application of the program to the more general problem of non-smooth optimization is mentioned.

M3 - Conference contribution

BT - The XLIV annual international conference Control Processes and Stability (CPS'13). Abstracts

ER -