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JOURNALS // Uspekhi Matematicheskikh Nauk // Archive

Uspekhi Mat. Nauk, 2013 Volume 68, Issue 3(411), Pages 5–38 (Mi rm9525)

This article is cited in 20 papers

Lagrange's principle in extremum problems with constraints

E. R. Avakova, G. G. Magaril-Il'yaevbc, V. M. Tikhomirovc

a Institute of Control Sciences of the Russian Academy of Sciences
b Institute for Information Transmission Problems of the Russian Academy of Sciences
c Moscow State University

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.

Keywords: extremum problem, optimal control, phase constraints, mix, controllability, abnormality.

UDC: 517.977

MSC: Primary 49J40; Secondary 49M05

Received: 11.10.2012

DOI: 10.4213/rm9525


 English version:
Russian Mathematical Surveys, 2013, 68:3, 401–433

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© Steklov Math. Inst. of RAS, 2024