Plenary Lecture

Constrained Problems in Optimization: The Augmentability Approach

Professor Javier F. Rosenblueth
Applied Mathematics and Systems Research Institute
National Autonomous University of Mexico

Abstract: The main purpose of this talk is twofold. First, we shall review the main aspects of the theory of augmentability in the study of constrained minimum problems. This theory yields, in contrast with the assumption of regularity usually used, a simple derivation of the first and second order Lagrange multiplier rules. It also leads a method of multipliers for finding numerical solutions of the constrained minimum problems in hand. On the other hand, in this talk we intend to show how this theory can be successfully generalized to certain classes of optimal control problems involving mixed equality and/or inequality constraints in the state and control functions.

Brief Biography of the Speaker: Dr Rosenblueth holds a BSc in Mathematics from the National Autonomous University of Mexico and a PhD in Control Theory from the Imperial College of Science, Technology and Medicine, London, UK. He worked as a researcher in the Centre for Research in Mathematics, Guanajuato, Mexico and, since 1989, joined the Applied Mathematics and Systems Research Institute of the National Autonomous University of Mexico of which he is Full Professor and currently the Head of the Mathematical Physics Department. He has more than 60 refereed papers, has spent sabbatical visits at the Weizmann Institute of Science, Rehovot, and Technion Israel Institute of Technology, Haifa, Israel, and has participated in numerous international conferences. His main research interests are in optimal control theory, variational analysis and optimization.