Optimization of multistage systems with nondifferentiable objective functions.
This dissertation is aimed at a class of convex dynamic optimization problems in which the transition functions are twice continuously differentiable and the stagewise objective functions are convex, although not necessarily differentiable. Two basic descent algorithms which use sequential and paral...
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| Language: | en |
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The University of Arizona.
1990
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| Online Access: | http://hdl.handle.net/10150/185050 |