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Optimization and nonsmooth analysis

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Mathematical Reviews said of this book that it was "destined to become a classical reference." This book has appeared in Russian translation and has been praised both for its lively exposition and its fundamental contributions. The author first develops a general theory of nonsmooth analysis and geometry which, together with a set of associated techniques, has had a profound effect on several branches of analysis and optimization. Clarke then applies these methods to obtain a powerful, unified approach to the analysis of problems in optimal control and mathematical programming. Examples are drawn from economics, engineering, mathematical physics, and various branches of analysis in this reprint volume.

Author(s): Frank H. Clarke
Series: Classics in applied mathematics 5
Publisher: Society for Industrial and Applied Mathematics
Year: 1987

Language: English
Pages: 321
City: Philadelphia
Tags: Математика;Методы оптимизации;