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On a Class of Direct Optimization Problems

Author

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  • G. Leitmann

    (University of California)

Abstract

Based on an earlier publication (Ref. 1), a coordinate transformation is proposed, which allows the direct global extremization of a class of integrals without the use of comparison methods such as variational or field techniques. This direct method is shown to be applicable to a class of unconstrained optimal control problems. A motivation for the proposed method as well as applications are presented.

Suggested Citation

  • G. Leitmann, 2001. "On a Class of Direct Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 108(3), pages 467-481, March.
    • Handle: RePEc:spr:joptap:v:108:y:2001:i:3:d:10.1023_a:1017507006157
    DOI: 10.1023/A:1017507006157
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    Cited by:

    1. Wagener, F.O.O., 2009. "On conjugate points and the Leitmann equivalent problem approach," CeNDEF Working Papers 09-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

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