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Nonsmooth Analysis and Optimization

Descipline Nonsmooth Analysis and Optimization
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Master
Credits 4
Semester 1
Description Methods of analysis of constrained and unconstrained optimization problems in normed spaces are described.
The Dini, Hadamard, Clarke, Rockafellar, Michel-Penot, Shor subdifferentials are introduced. Their relations and properties are described. Properties of the Clarke subdifferentials are presented in more detail. Applications of subdifferentials to the analysis of constrained optimization problems for nonsmooth functions are described.
Teachers Mikhail Moklyachuk
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Phone:
+380442590392
e-mail:
mmp@univ.kiev.ua
Author: admin