The Lagrange relaxation method in optimal control problems

MaRDI QIDQ1335803zbMATH OpenFDO

Authors S. I. Bigil'deyev, Yu. F. Golubev

Publication date 3 November 1994

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

Lagrange multipliersBolza optimal control problemnumerical relaxation algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods of relaxation type (49M20)

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