Alexander Rubinov

Optimization and Related Topics - Applied Optimization Alexander Rubinov 2001 edition

Marc Notes: includes bibliographical references and index. Table of Contents: Preface. Part I: Numerical methods and applications. 1. An approach to constructing generalized penalty functions; M. Andramonov. 2. An exact method for solving the subproblem of the cutting angle method of global optimization; D. A. Babayev. 3. On modeling risk in Markov decision processes; S. Levitt, A. Ben-Israel. 4. Multiplicative programming and beyond via C-programming; L. Churilov, M. Sniedovich. 5. Computing optimal control on matlab - the SCOM package and economic growth models; B. D. Craven, S. M. N. Islam. 6. Stochastic optimal control of a solar car; J. Boland, et al. 7. On optimal algorithms in emergent computation; V. Korotkich. 8. Optimal estimation of signal parameters using bilinear observations; P. M. Pardalos, et al. 9. On an extremal problem arising in queueing theory and telecommunications; M. Peake, C. E. M. Pearce. 10. Level functions of some optimal value functions; H. Xu. 11. Regularized gap functions and D-gap functions for nonsmooth variational inequalities; H. Xu. Part II: Theory of optimization and related topics. 12. Convex spectral functions of compact operators, Part II: lower semicontinuity and rearrangement invariance; J. M. Borwein, et al. 13. Some inequalities for Riemann-Stieltjes integral and applications; S. S. Dragomir. 14. Prox-regularity and subjets; A. Eberhard. 15. Concerning differentiability properties of locally Lipschitz functions; J. R. Giles, S. Sciffer. 16. Laurent series for the inversion of perturbed linear operators on Hilbert space; Ph. Howlett, K. Avrachenkov. 17. The extremal principle and its applications to optimization and economics; B. S. Mordukhovich. 18. Generic convergence of infinite products of nonexpansive mappings in Banach and hyperbolic spaces; S. Reich, A. J. Zaslavski. 19. Recession cones of star-shaped and co-star-shaped sets; A. P. Shveidel. 20. Does continuity of convex-valued maps survive under intersection? A. Vladimirov. 21. Existence and structure of solutions of optimal control problems; A. J. Zaslavski. References. Publisher Marketing: This text, comprised predominantly of survey chapters, is a collection of recent results in various fields of theoretical and applied optimization and related topics. It contains survey papers on second order nonsmooth analysis, based on subjects, multiplicative programs and c-programming, optimal algorithms in emergent computation, the extremal principle and its applications, turnpike property for variational problems, asymptotic behavior of random infinite products of some operators, inequalities for Riemann-Stieltjes integral. Other topics covered include nonsmooth analysis and analysis of linear operators and set-valued mappings, numerical methods and generalized penalty functions, applied optimal control problems and Markov decision processes, optimal estimation of signal parameters and the problem of maximal time congestion. Audience: Specialists in optimization, mathematical programming, convex analysis, nonsmoooth analysis, engineers using mathematical tools and optimization technique, specialists in mathematical modelling.