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This article is cited in 5 scientific papers (total in 5 papers)
Symplectic Geometry of Constrained Optimization
Andrey A. Agrachevab, I. Yu. Beschastnyib a PSI RAS, ul. Petra I 4a, Pereslavl-Zalessky, 152020 Russia
b SISSA, via Bonomea 265, Trieste, 34136 Italy
Abstract:
In this paper, we discuss geometric structures related to the Lagrange multipliers rule. The practical goal is to explain how to compute or estimate the Morse index of the second variation. Symplectic geometry allows one to effectively do it even for very degenerate problems with complicated constraints. The main geometric and analytic tool is an appropriately rearranged Maslov index. We try to emphasize the geometric framework and omit analytic routine. Proofs are often replaced with informal explanations, but a well-trained mathematician will easily rewrite them in a conventional way. We believe that Vladimir Arnold would approve of such an attitude.
Keywords:
optimal control, second variation, Lagrangian Grassmanian, Maslov index.
Received: 10.09.2017 Accepted: 07.11.2017
Citation:
Andrey A. Agrachev, I. Yu. Beschastnyi, “Symplectic Geometry of Constrained Optimization”, Regul. Chaotic Dyn., 22:6 (2017), 750–770
Linking options:
https://www.mathnet.ru/eng/rcd277 https://www.mathnet.ru/eng/rcd/v22/i6/p750
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