Legendre transform and applications to finite and infinite optimization (Q505632): Difference between revisions
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Revision as of 20:40, 29 February 2024
scientific article
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| English | Legendre transform and applications to finite and infinite optimization |
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Legendre transform and applications to finite and infinite optimization (English)
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26 January 2017
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The paper investigates convex constrained nonlinear optimization problems and optimal control with convex constraints in the light of the so-called Legendre transform. This change of coordinates is used to propose a gradient-like algorithm for mathematical programs, which can be seen as a search method along geodesics. The Legendre transform is also used to study the value function of a state constrained Mayer problem.
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optimization problems
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control problems
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gradient-like algorithm
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Legendre transform
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geodesic search methods
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optimal control
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convex state constraints
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Riemannian metrics
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nonlinear optimization
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Mayer problem
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