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This article is cited in 19 scientific papers (total in 19 papers)
Lagrange's principle in extremum problems with constraints
E. R. Avakova, G. G. Magaril-Il'yaevbc, V. M. Tikhomirovc a Institute of Control Sciences of the Russian Academy of Sciences
b Institute for Information Transmission Problems of the Russian Academy of Sciences
c Moscow State University
Abstract:
In this paper a general result concerning Lagrange's principle for so-called smoothly approximately convex problems is proved which encompasses necessary extremum conditions for mathematical and convex programming, the calculus of variations, Lyapunov problems, and optimal control problems with phase constraints. The problem of local controllability for a dynamical system with phase constraints is also considered. In an appendix, results are presented that relate to the development of a ‘Lagrangian approach’ to problems where regularity is absent and classical approaches are meaningless.
Bibliography: 33 titles.
Keywords:
extremum problem, optimal control, phase constraints, mix, controllability, abnormality.
Received: 11.10.2012
Citation:
E. R. Avakov, G. G. Magaril-Il'yaev, V. M. Tikhomirov, “Lagrange's principle in extremum problems with constraints”, Uspekhi Mat. Nauk, 68:3(411) (2013), 5–38; Russian Math. Surveys, 68:3 (2013), 401–433
Linking options:
https://www.mathnet.ru/eng/rm9525https://doi.org/10.1070/RM2013v068n03ABEH004838 https://www.mathnet.ru/eng/rm/v68/i3/p5
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Abstract page: | 1419 | Russian version PDF: | 458 | English version PDF: | 28 | References: | 139 | First page: | 134 |
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