Optimization of Functionals Which Depend on Distribution Functions: 1. Nonlinear Functional and Linear Constraints

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2203 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2203 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2203 archive 351 disk0/00/00/21/98 2016-01-15 01:52:58 2021-08-27 17:11:18 2016-01-15 01:52:58 monograph show 2 Gaivoronski A.A. 1003 Optimization of Functionals Which Depend on Distribution Functions: 1. Nonlinear Functional and Linear Constraints pub iis_met prog_sds The main purpose of this paper is to discuss numerical optimization procedures for problems in which both the objective function and the constraints depend on distribution functions. The objective function is assumed to be nonlinear and to have directional derivatives, while the constraints are taken as linear. The proposed algorithm involves linearization of the objective function at the current point and solution of an auxiliary linear subproblem. This last problem is solved using duality relations and cutting-plane techniques. 1983-11 published WP-83-114 WP-83-114 1273 public working_paper IIASA, Laxenburg, Austria 33 FALSE info:eu-repo/semantics/book