Legendre transform and applications to finite and infinite optimization

DOI10.1007/S11228-016-0368-5MaRDI QIDQ505632zbMATH OpenOpenAlexFDO

Authors Cristopher Hermosilla

Publication date 26 January 2017

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/hal-01055917v2/file/Legendre.pdf

zbMATH Keywords

nonlinear optimizationoptimal controlMayer problemoptimization problemscontrol problemsRiemannian metricsLegendre transformconvex state constraintsgeodesic search methodsgradient-like algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving relations other than differential equations (49J21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited in

(4)

• Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints
• A linear-time algorithm to compute the conjugate of convex piecewise linear-quadratic bivariate functions
• The Legendre transformation in modern optimization
• Operational calculus for the continuous Legendre transform with applications

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Uses Software

• LPbook

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