Variational Calculus in Space of Measures and Optimal Design
نویسندگان
چکیده
The paper applies abstract optimisation principles in the space of measures within the context of optimal design problems. It is shown that within this framework it is possible to treat various design criteria and constraints in a unified manner providing a “universal” variant of the Kiefer-Wolfowitz theorem and giving a full spectrum of optimality criteria for particular cases. The described steepest descent algorithm uses the true direction of the steepest descent and descends faster than the conventional sequential algorithms that involve renormalisation
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