COLLEGE OF ARTS AND SCIENCES Department of Mathematics and Statistics
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Mathematics Colloquium: Tools of Nonsmooth Analysis with Applications to Optimization and Optimal Control


4:10 p.m. Cleveland 255

Ilya Shvartsman

Abstract: The first part of the talk will be devoted to a brief description of the most commonly used tools of nonsmooth analysis such as generalized gradients (subdifferentials) and normal cones. Then we will consider their applications to problems of mathematical programming (generalized Lagrange Multiplier Rule) and devote special attention to nonsmooth problems of optimal control in continuous and discrete time.