Extremum Problems with Separable Graphs

Authors:
A. V. Kryazhimskii;Yu. S. Osipov
Affiliations:
V. A. Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, Russia;V. A. Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, Russia
Venue:
Cybernetics and Systems Analysis
Year:
2002

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Abstract

The paper introduces a geometric feature of separability of graphs for extremum equality-type boundary problems. To find an optimal value for a problem with an almost separable graph, the paper presents an iteration algorithm, each step of which minimizes Lagrangian function for the main variable with a fixed Lagrangian multiplier. This algorithm dates back to Krasovskii extremal shift method from differential game theory.