3. Numerical optimization methods
3.1 General program structure
The objective of an optimization algorithm is relatively modest: we're not looking for a solution to the system (3) , or even a local minimum, but for a point satisfying the necessary first-order conditions.
The computer program solving an optimization problem is made up of two logically distinct blocks (headed by a B0 pilot block):
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Numerical optimization methods
Optimal control problems
Bibliography
References
In Engineering Techniques
Reviews
Germany
Mathematical Programming
United States
Computational Optimization and Applications
Journal of Optimization, Theory and Applications
IEEE Transactions on Automatic Control
SIAM Journal on Optimization (Society for Industrial and Applied Mathematics)
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