Optimization Methods and Applications

1. Front Matter

   Pages i-xxxvii

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2. Optimal Control

   1. Front Matter

      Pages 1-1

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   2. Practical Stability of Impulsive Delay Differential Equations and Applications to Control Problems

      • George Ballinger, Xinzhi Liu

      Pages 3-21

   3. A Review of Ill-Conditioning and Regularization in Optimal Control Computation

      • Francis Benyah, Les S. Jennings

      Pages 23-44

   4. Worst-Case Optimal Regulation of Linear Systems in the Presence of Structured Perturbations

      • Saroj K. Biswas, M. Bala Subrahmanyam

      Pages 45-64

   5. True Proportional Navigation System with Acceleration Saturation Constraint

      • Cheng-Chew Lim, Mingyan Li

      Pages 65-80

   6. Evaluation of Penalty Functions for Optimal Control

      • Rein Luus, Wichaya Mekarapiruk, Colin Storey

      Pages 81-103

   7. On the Optimal Control Systems with Multiple Controllers

      • Katsumi Moriwaki

      Pages 105-124

   8. Multilevel Optimization of Optimal Control Problems

      • Volker Rehbock

      Pages 125-138

   9. Modified Direct Gradient Descent Control of Nonlinear Systems

      • K. Shimizu, S. Ito, K. Otsuka

      Pages 139-149

   10. Computation of Feedback Control for Infinite Time Optimal Control Problems

       • K. H. Wong, G. Peter

       Pages 151-163

3. Optimization Methods

   1. Front Matter

      Pages 165-165

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   2. A Homogenized Cutting Plane Method to Solve the Convex Feasibility Problem

      • E. D. Andersen, J. E. Mitchell, C. Roos, T. Terlaky

      Pages 167-190

   3. Algorithms for Some Hard Knapsack Problems

      • Louis Caccetta, Araya Kulanoot

      Pages 191-217

   4. Non-Static Network Optimization Problems: A Survey

      • X. Cai, D. Sha, C. K. Wong

      Pages 219-246

   5. Asymptotic Rates of Convergence of SQP-Type Methods of Feasible Directions

      • Michael M. Kostreva, Xibin Chen

      Pages 247-265

   6. Nonlinear Lagrangian Methods in Constrained Nonlinear Optimization

      • Duan Li, Xiaolin Sun

      Pages 267-277

   7. Parallel Algorithms for Solving Large-Scale Nonlinear Optimization Problems

      • Paul Kang-Hoh Phua, Daohua Ming, Weiguo Fan, Yan Zhang

      Pages 279-293

   8. Second Order Strict Converse Duality in Nonlinear Fractional Programming

      • Xin Min Yang, Kok Lay Teo, Xiaoqi Yang

      Pages 295-306

4. Optimization Applications

   1. Front Matter

      Pages 307-307

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This edited book is dedicated to Professor N. U. Ahmed, a leading scholar and a renowned researcher in optimal control and optimization on the occasion of his retirement from the Department of Electrical Engineering at University of Ottawa in 1999. The contributions of this volume are in the areas of optimal control, non­ linear optimization and optimization applications. They are mainly the im­ proved and expanded versions of the papers selected from those presented in two special sessions of two international conferences. The first special session is Optimization Methods, which was organized by K. L. Teo and X. Q. Yang for the International Conference on Optimization and Variational Inequality, the City University of Hong Kong, Hong Kong, 1998. The other one is Optimal Control, which was organized byK. ~Teo and L. Caccetta for the Dynamic Control Congress, Ottawa, 1999. This volume is divided into three parts: Optimal Control; Optimization Methods; and Applications. The Optimal Control part is concerned with com­ putational methods, modeling and nonlinear systems. Three computational methods for solving optimal control problems are presented: (i) a regularization method for computing ill-conditioned optimal control problems, (ii) penalty function methods that appropriately handle final state equality constraints, and (iii) a multilevel optimization approach for the numerical solution of opti­ mal control problems. In the fourth paper, the worst-case optimal regulation involving linear time varying systems is formulated as a minimax optimal con­ trol problem.

• Markov
• algorithm
• algorithms
• filter
• global optimization
• gradient descent
• linear optimization
• model
• nonlinear optimization
• optimization
• programming
• scheduling

• Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, China

  Xiaoqi Yang, Kok Lay Teo

• School of Mathematics and Statistics, Curtin University of Technology, Australia

  Lou Caccetta

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