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Some Extensions to a Direct Optimization Method

Author

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  • G. Leitmann

    (University of California)

Abstract

A direct method for the global extremization of a class of integrals, introduced in Refs. 1–3, is generalized to allow for constraints in the form of differential conditions and by considering the so-called infinite-horizon case.

Suggested Citation

  • G. Leitmann, 2001. "Some Extensions to a Direct Optimization Method," Journal of Optimization Theory and Applications, Springer, vol. 111(1), pages 1-6, October.
    • Handle: RePEc:spr:joptap:v:111:y:2001:i:1:d:10.1023_a:1017560112706
    DOI: 10.1023/A:1017560112706
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    Citations

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    Cited by:

    1. D.A. Carlson, 2002. "An Observation on Two Methods of Obtaining Solutions to Variational Problems," Journal of Optimization Theory and Applications, Springer, vol. 114(2), pages 345-361, August.
    2. 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.
    3. A. B. Malinowska & D. F. M. Torres, 2010. "The Hahn Quantum Variational Calculus," Journal of Optimization Theory and Applications, Springer, vol. 147(3), pages 419-442, December.
    4. D. F. M. Torres & G. Leitmann, 2008. "Contrasting Two Transformation-based Methods for Obtaining Absolute Extrema," Journal of Optimization Theory and Applications, Springer, vol. 137(1), pages 53-59, April.

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