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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2012 Volume 13, Issue 1, Pages 197–217 (Mi vmp21)

This article is cited in 4 papers

Вычислительные методы и приложения

Methods of steepest and hypodifferential descent in one problem of calculus of variations

G. Sh. Tamasyan

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes

Abstract: A detailed description of the solution of a variational problem for a functional dependent on the third-order derivative is given. The constrained optimization problem under consideration is reduced using the technique of exact penalty functions to a problem of unconstrained optimization. In order to construct an exact penalty function, the “direct” numerical methods of steepest and hypodifferential descent are proposed.

Keywords: nonsmooth analysis; nondifferentiable optimization; subdifferential; codifferential; exact penalty function; calculus of variations.

UDC: 519.3

Received: 16.01.2012



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