RUS  ENG
Full version
JOURNALS // Russian Universities Reports. Mathematics // Archive

Tambov University Reports. Series: Natural and Technical Sciences, 2018 Volume 23, Issue 124, Pages 757–775 (Mi vtamu20)

This article is cited in 3 papers

Why regularization of Lagrange principle and Pontryagin maximum principle is needed and what it gives

M. I. Sumin

Nizhnii Novgorod State University named after N.I. Lobachevskii

Abstract: We consider the regularization of the classical Lagrange principle and the Pontryagin maximum principle in convex problems of mathematical programming and optimal control. On example of the “simplest” problems of constrained infinitedimensional optimization, two main questions are discussed: why is regularization of the classical optimality conditions necessary and what does it give?

Keywords: convex programming, dual regularization, regularized Lagrange principles, optimal control, inverse problem, regularized iterative Pontryagin maximum principle.

UDC: 517.97

Received: 10.04.2018

DOI: 10.20310/1810-0198-2018-23-124-757-775



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025