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International Journal of Mathematics and Mathematical Sciences
Volume 23 (2000), Issue 9, Pages 605-616
http://dx.doi.org/10.1155/S0161171200001897

A global method for some class of optimization and control problems

Department of Mathematics, Mongolian State University, P.O. Box 46/635, Mongolia

Received 6 August 1998

Copyright © 2000 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

The problem of maximizing a nonsmooth convex function over an arbitrary set is considered. Based on the optimality condition obtained by Strekalovsky in 1987 an algorithm for solving the problem is proposed. We show that the algorithm can be applied to the nonconvex optimal control problem as well. We illustrate the method by describing some computational experiments performed on a few nonconvex optimal control problems.