Work

Lagrange multipliers in dynamic optimization

Year: 2025

Type: article

Abstract: An approach for studying optimization problems in abstract setting is presented and a general Lagrange multiplier rule is formulated. It is described how to apply this result to the basic problem of calculus of variations with pure state constraints of equality- type, as well as to a Mayer optimal control problem with pure state constraints.

Source: Mathematics and Education in Mathematics

DOI: 10.55630/mem.2025.54.009-017

Authors: Mikhail Krastanov, Nadezhda Ribarska

Institutions: Bulgarian Academy of Sciences, Institute of Mathematics and Informatics, Sofia University "St. Kliment Ohridski"

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4410935433

FWCI: 0.496

Cites:

Cited by: 1

Related to: 10