An application of conjugate duality for numerical solution of continuous convex optimal control problems
Jiří V. Outrata; Otakar F. Kříž
Kybernetika (1980)
- Volume: 16, Issue: 6, page (477)-497
- ISSN: 0023-5954
Access Full Article
topHow to cite
topOutrata, Jiří V., and Kříž, Otakar F.. "An application of conjugate duality for numerical solution of continuous convex optimal control problems." Kybernetika 16.6 (1980): (477)-497. <http://eudml.org/doc/28458>.
@article{Outrata1980,
author = {Outrata, Jiří V., Kříž, Otakar F.},
journal = {Kybernetika},
keywords = {continuous convex optimal control; dual extremal problems; weak convergence; Fenchel duality},
language = {eng},
number = {6},
pages = {(477)-497},
publisher = {Institute of Information Theory and Automation AS CR},
title = {An application of conjugate duality for numerical solution of continuous convex optimal control problems},
url = {http://eudml.org/doc/28458},
volume = {16},
year = {1980},
}
TY - JOUR
AU - Outrata, Jiří V.
AU - Kříž, Otakar F.
TI - An application of conjugate duality for numerical solution of continuous convex optimal control problems
JO - Kybernetika
PY - 1980
PB - Institute of Information Theory and Automation AS CR
VL - 16
IS - 6
SP - (477)
EP - 497
LA - eng
KW - continuous convex optimal control; dual extremal problems; weak convergence; Fenchel duality
UR - http://eudml.org/doc/28458
ER -
References
top- E. Asplund R. T. Rockafellar, Gradients of convex functions, Trans. Amer. Math. Society 189, (1969), 443-467. (1969) MR0240621
- I. Ekeland R. Temam, Analyse Convexe et Problèmes Variationnels, Dunod, Paris 1974. (1974) MR0463993
- N. Eldin, A report on the convex feedback method with applications, Proc. 2nd IFAC/IFIP Symposium Optimization Methods (Applied Aspscts), Pergamon Press, Oxford 1979. (1979)
- T. Glad, Constrained Optimization Using Multiplier Methode with Applications to Control Problems, Lunds Tekniska Högskola Press, Lund 1976. (1976)
- W. Heins S. K. Mitter, Conjugate convex functions, duality and optimal control problems I, Information Sciences 2 (1970), 211-243. (1970) MR0271808
- C. Lemarechal, An Algorithm for minimizing convex functions, Information Processing 74, Proc. of ths IFIP Congress 1974. North Holland, Amsterdam. (1974) Zbl0297.65041MR0441343
- C. Lemarechal, Nondifferentiable optimization, subgradient and -subgradient methods, Lecture Notes: Numerical Methods in Optimization and Opsrations Research. Springer-Verlag, Berlin 1975. (1975) MR0496691
- D. E. Luenbsrger, Optimization by Vector Space Methods, J. Wiley and Sons, N. Y. 1968. (1968)
- J. J. Moreau, Proximité et dualité dans un espace Hilbertien, Bull. Soc. Math. France 93 (1965), 273-299. (1965) Zbl0136.12101MR0201952
- J. V. Outrata, A multiplier method for convex optimal control problems, Proc. 2nd IFAC/IFIP Symposium Optimization Methods (Applied Aspects), Pergamon Press, Oxford 1979. (1979)
- J. V. Outrata, On the differentiability in dual optimal control problems, Math. Operationsforsch. Statist., Ser. Optimization 10 (1979), 527-540. (1979) Zbl0435.49036MR0568630
- R. T. Rockafellar, Integrals which are convex functionals, Pac. J. of Math. 24 (1968), 525-539. (1968) Zbl0159.43804MR0236689
- R. T. Rockafellar, Conjugate convex functions in optimal control and the calculus of variations, J. of Math. Anal, and Appl. 32 (1970), 174-222. (1970) Zbl0218.49004MR0266020
- R. T. Rockafellar, A dual approach to solving nonlinear programming problems by unconstrained optimization, Math. Programming 5 (1973), 354-373. (1973) Zbl0279.90035MR0371416
- R. T. Rockafellar, The multiplier method of Hestens and Powell applied to convex programming, J. Optimiz. Theory and Appl. 12 (1973), 555-562. (1973) MR0334953
- R. T. Rockafellar, Conjugate Duality and Optimization, SIAM/CBMS monograph series No 16, SIAM Publications, 1974. (1974) Zbl0296.90036MR0373611
- R. D. Rupp, A method for solving a quadratic optimal control problem, J. Optimiz. Theory and Appl. 9 (1972), 251-264. (1972) MR0301597
- R. D. Rupp, A nonlinear optimal control minimization technique, Trans. AMS 775 (1973), 357-381. (1973) Zbl0273.49049MR0322645
- T. Tanino H. Nakayama Y. Sawaragi, Multiplier functions and duality for non-linear programmes having a set constraint, Ing. J. Syst. Sci. 9 (1978), 467-481. (1978) MR0496703
- A. P. Wierzbicki S. Kurcyusz, Projection on a cone, penalty functionals and duality theory for problems with inequality constraints in Hilbert space, SIAM J. Contr. and Optimiz. 75 (1977), 25-56. (1977) MR0438720
- P. Wolfe, A method of conjugate subgradients for minimizing nondifferentiable functions, Math. Programming Study 3 (1975), 145-173. (1975) Zbl0369.90093MR0448896
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.