On the approximation of infinite optimization problems with an application to optimal control problems (Q1059845): Difference between revisions
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English | On the approximation of infinite optimization problems with an application to optimal control problems |
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On the approximation of infinite optimization problems with an application to optimal control problems (English)
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1984
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This paper is concerned with approximations to infinite optimization problems in Banach spaces. Under the assumption of a first order necessary and a second order sufficient optimality condition we derive convergence results for the optimal solutions and the optimal values of the approximating problems. An application to finite difference approximations of nonlinear optimal control problems with state constraints is given.
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infinite optimization problems
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Banach spaces
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convergence results
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approximating problems
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