Title
Linear-programming approach to nonconvex variational problems
Abstract
In nonconvex optimization problems, in particular in nonconvex variational problems, there usually does not exist any classical solution but only generalized solutions which involve Young measures. In this paper, after reviewing briefly the relaxation theory for such problems, an iterative scheme leading to a “sequential linear programming” (=SLP) scheme is introduced, and its convergence is proved by a Banach fixed-point technique. Then an approximation scheme is proposed and analyzed, and calculations of an illustrative 2D “broken-extremal” example are presented.
Year
DOI
Venue
2004
10.1007/s00211-004-0549-2
Numerische Mathematik
Keywords
Field
DocType
classical solution,nonconvex optimization problem,young measure,approximation scheme,sequential linear programming,generalized solution,banach fixed-point technique,relaxation theory,iterative scheme,linear-programming approach,nonconvex variational problem
Convergence (routing),Mathematical optimization,Iterative method,Relaxation theory,Mathematical analysis,Young measure,Sequential method,Linear programming,Numerical analysis,Optimization problem,Mathematics
Journal
Volume
Issue
ISSN
99
2
0029-599X
Citations 
PageRank 
References 
2
0.57
8
Authors
2
Name
Order
Citations
PageRank
Sören Bartels135556.90
Tomáš Roubíček2206.15