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ЖУРНАЛЫ // Regular and Chaotic Dynamics // Архив

Regul. Chaotic Dyn., 2017, том 22, выпуск 6, страницы 750–770 (Mi rcd277)

Эта публикация цитируется в 5 статьях

Symplectic Geometry of Constrained Optimization

Andrey A. Agrachevab, I. Yu. Beschastnyib

a PSI RAS, ul. Petra I 4a, Pereslavl-Zalessky, 152020 Russia
b SISSA, via Bonomea 265, Trieste, 34136 Italy

Аннотация: In this paper, we discuss geometric structures related to the Lagrange multipliers rule. The practical goal is to explain how to compute or estimate the Morse index of the second variation. Symplectic geometry allows one to effectively do it even for very degenerate problems with complicated constraints. The main geometric and analytic tool is an appropriately rearranged Maslov index. We try to emphasize the geometric framework and omit analytic routine. Proofs are often replaced with informal explanations, but a well-trained mathematician will easily rewrite them in a conventional way. We believe that Vladimir Arnold would approve of such an attitude.

Ключевые слова: optimal control, second variation, Lagrangian Grassmanian, Maslov index.

MSC: 49K15,65K10

Поступила в редакцию: 10.09.2017
Принята в печать: 07.11.2017

Язык публикации: английский

DOI: 10.1134/S1560354717060119



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