The subdifferential descent method in a nonsmooth variational problem

被引:3
作者
Fominyh, A., V [1 ]
机构
[1] St Petersburg State Univ, 7-9 Univ Skaya Nab, St Petersburg 199034, Russia
基金
俄罗斯科学基金会;
关键词
Nonsmooth variational problem; Subdifferential; Subdifferential descent method; HYPODIFFERENTIAL DESCENT; GENERALIZED PROBLEM; EXISTENCE THEOREM; CALCULUS; EULER; BOLZA;
D O I
10.1007/s11590-022-01897-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The paper is devoted to the classical variational problem with a nonsmooth integrand of the functional to be minimized. The integrand is supposed to be subdifferentiable. Under some natural conditions the subdifferentiability of the functional considered is proved. The problem of finding the subdifferential descent direction is solved and the subdifferential descent method is applied to solve the original problem. The algorithm developed is demonstrated by examples.
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页码:675 / 698
页数:24
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