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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2021 Volume 315, Pages 108–127 (Mi tm4236)

Minimization of Degenerate Integral Quadratic Functionals

A. V. Dmitrukab, N. A. Manuilovichb

a Central Economics and Mathematics Institute of the Russian Academy of Sciences, Moscow
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: We present a method for finding the infimum of a degenerate integral quadratic functional by passing from a given functional to another quadratic functional that is nondegenerate with respect to some new control. The minimum point of the latter can be found by a standard procedure. This point corresponds to a minimizing sequence for the original functional. The advantage of this method over the well-known regularization method (addition of a small nondegenerate term) is that the latter requires solving a parametric series of problems with a vanishingly small additional term, while our method deals with a single problem.

UDC: 517.972

Received: March 31, 2021
Revised: July 19, 2021
Accepted: July 22, 2021

DOI: 10.4213/tm4236


 English version:
Proceedings of the Steklov Institute of Mathematics, 2021, 315, 98–117

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© Steklov Math. Inst. of RAS, 2024