Why regularization of Lagrange principle and Pontryagin maximum principle is needed and what it gives
Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 124, pp. 757-775
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We consider the regularization of the classical Lagrange principle and the Pontryagin maximum principle in convex problems of mathematical programming and optimal control. On example of the “simplest” problems of constrained infinitedimensional optimization, two main questions are discussed: why is regularization of the classical optimality conditions necessary and what does it give?
Keywords:
convex programming, dual regularization, regularized Lagrange principles, optimal control, inverse problem, regularized iterative Pontryagin maximum principle.
@article{VTAMU_2018_23_124_a19,
author = {M. I. Sumin},
title = {Why regularization of {Lagrange} principle and {Pontryagin} maximum principle is needed and what it gives},
journal = {Vestnik rossijskih universitetov. Matematika},
pages = {757--775},
publisher = {mathdoc},
volume = {23},
number = {124},
year = {2018},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a19/}
}
TY - JOUR AU - M. I. Sumin TI - Why regularization of Lagrange principle and Pontryagin maximum principle is needed and what it gives JO - Vestnik rossijskih universitetov. Matematika PY - 2018 SP - 757 EP - 775 VL - 23 IS - 124 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a19/ LA - ru ID - VTAMU_2018_23_124_a19 ER -
%0 Journal Article %A M. I. Sumin %T Why regularization of Lagrange principle and Pontryagin maximum principle is needed and what it gives %J Vestnik rossijskih universitetov. Matematika %D 2018 %P 757-775 %V 23 %N 124 %I mathdoc %U http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a19/ %G ru %F VTAMU_2018_23_124_a19
M. I. Sumin. Why regularization of Lagrange principle and Pontryagin maximum principle is needed and what it gives. Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 124, pp. 757-775. http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a19/