On Fenchel dual schemes in convex optimal control problems

Jiří V. Outrata; Jiří Jarušek

Kybernetika (1982)

  • Volume: 18, Issue: 1, page 1-21
  • ISSN: 0023-5954

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Outrata, Jiří V., and Jarušek, Jiří. "On Fenchel dual schemes in convex optimal control problems." Kybernetika 18.1 (1982): 1-21. <http://eudml.org/doc/28742>.

@article{Outrata1982,
author = {Outrata, Jiří V., Jarušek, Jiří},
journal = {Kybernetika},
keywords = {Fenchel dual; convex control problem of Bolza; state constrained control problem},
language = {eng},
number = {1},
pages = {1-21},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On Fenchel dual schemes in convex optimal control problems},
url = {http://eudml.org/doc/28742},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Outrata, Jiří V.
AU - Jarušek, Jiří
TI - On Fenchel dual schemes in convex optimal control problems
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - 1
SP - 1
EP - 21
LA - eng
KW - Fenchel dual; convex control problem of Bolza; state constrained control problem
UR - http://eudml.org/doc/28742
ER -

References

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  1. E. Asplund R. T. Rockafellar, Gradients of convex functions, Trans. Amer. Math. Society 189 (1969), 443-467. (1969) MR0240621
  2. J. P. Aubin, Gradients généralisés de Clarke, Ann. Sci. Math. Québec 2 (1978), 197-252. (1978) Zbl0411.49001MR0516562
  3. I. Ekeland R. Temam, Analyse Convexe et Problèmes Variationnels, Dunod, Paris 1974. (1974) MR0463993
  4. O. A. Ladyzhenskaya, Boundary Value Problems of Mathematical Physics, (in Russian). Nauka, Moscow 1973. (1973) MR0599579
  5. C. Lemaréchal, Bundle methods in nonsmooth optimization, In: Proc. 1-st Workshop Nonsmooth Optimiz., Pergamon Press, Oxford 1978. (1978) MR0537895
  6. C. Lemaréchal, Nonsmooth Optimization and Descent Methods, Inter. Inst, for Appl. Systems Analysis, RR-78-4, 1978. (1978) MR0537890
  7. J. V. Outrata O. F. Kříž, An application of conjugate duality for numerical solution of continuous convex optimal control problems, Kybernetika 16 (1980), 6, 477-497. (1980) MR0607289
  8. R. T. Rockafellar, Conjugate Duality and Optimization, SIAM/CBMS monograph series No. 16, SIAM Publications 1974. (1974) Zbl0296.90036MR0373611
  9. R. T. Rockafellar, Integrals which are convex functional, Pac. J. Math. 24 (1968), 525-539. (1968) MR0236689
  10. R. T. Rockafellar, State constraints in convex control problems of Bolza, SIAM J. Control 10 (1972), 691-715. (1972) Zbl0224.49003MR0324505

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