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Convergence of discrete approximations for constrained minimization

Published online by Cambridge University Press:  17 February 2009

B. D. Craven
B. D. Craven
Affiliation:
Mathematics Department, University of Melbourne, Parkville, Victoria 3052, Australia
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Abstract

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If a constrained minimization problem, under Lipschitz or uniformly continuous hypotheses on the functions, has a strict local minimum, then a small perturbation of the functions leads to a minimum of the perturbed problem, close to the unperturbed minimum. Conditions are given for the perturbed minimum point to be a Lipschitz function of a perturbation parameter. This is used to study convergence rate for a problem of continuous programming, when the variable is approximated by step-functions. Similar conclusions apply to computation of optimal control problems, approximating the control function by step-functions.

Type
Research Article
Information
The ANZIAM Journal , Volume 36 , Issue 1 , July 1994 , pp. 50 - 59
Copyright
Copyright © Australian Mathematical Society 1994

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