Legendre transform and applications to finite and infinite optimization

DOI10.1007/s11228-016-0368-5zbMath1357.65083OpenAlexW2307413525MaRDI QIDQ505632

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

optimal controlnonlinear optimizationoptimization problemsLegendre transformcontrol problemsRiemannian metricsMayer problemconvex state constraintsgeodesic search methodsgradient-like algorithm

Mathematics Subject Classification ID

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

Related Items

A linear-time algorithm to compute the conjugate of convex piecewise linear-quadratic bivariate functions, Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints

Uses Software

• LPbook

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Globally convergent optimization algorithms on Riemannian manifolds: Uniform framework for unconstrained and constrained optimization
• Optimal control problems on manifolds: A dynamic programming approach
• Optimal syntheses for control systems on 2-D manifolds
• Hamilton-Jacobi characterization of the state constrained value
• On the Riemannian geometry defined by self-concordant barriers and interior-point methods.
• Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
• Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
• Infinite horizon problems on stratifiable state-constraints sets
• Perturbed variations of penalty function methods. Example: Projective SUMT
• A Mathematical View of Interior-Point Methods in Convex Optimization
• Deterministic state-constrained optimal control problems without controllability assumptions
• Optimal Control with State-Space Constraint I
• The Nonlinear Geometry of Linear Programming. I Affine and Projective Scaling Trajectories
• The Projective SUMT Method for Convex Programming
• A relationship between the second derivatives of a convex function and of its conjugate
• Central Paths, Generalized Proximal Point Methods, and Cauchy Trajectories in Riemannian Manifolds
• Optimization Techniques on Riemannian Manifolds
• Barrier Operators and Associated Gradient-Like Dynamical Systems for Constrained Minimization Problems
• Hessian Riemannian Gradient Flows in Convex Programming
• Singular Riemannian barrier methods and gradient-projection dynamical systems for constrained optimization
• Convex Duality and Nonlinear Optimal Control
• Full convergence of the steepest descent method with inexact line searches
• Interior Gradient and Proximal Methods for Convex and Conic Optimization
• Convex Analysis
• Optimal control
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Linear programming. Foundations and extensions