Abstract:
In this paper a general result concerning Lagrange's principle for so-called smoothly approximately convex problems is proved which encompasses necessary extremum conditions for mathematical and convex programming, the calculus of variations, Lyapunov problems, and optimal control problems with phase constraints. The problem of local controllability for a dynamical system with phase constraints is also considered. In an appendix, results are presented that relate to the development of a ‘Lagrangian approach’ to problems where regularity is absent and classical approaches are meaningless.
Bibliography: 33 titles.