Iterative Procedures for Constrained and Unilateral Optimization Problems
Jack Warga · SIAM Journal on Control and Optimization · 1982
We study an iterative procedure for determining an “extremal” of a (nonconvex) optimization problem with unilateral constraints patterned on the unilateral problems of optimal control. We also investigate auxiliary procedures for determining $\inf \{ \alpha \mid (\alpha ,0) \in A\} $, where A is a closed convex subset of a Hilbert space $\mathbb{R} \times H$, and for finding a point $s(q)$ in A nearest some given point q.