Generalized geometric programming applied to problems of optimal control: I. Theory
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The interest in convexity in optimal control and the calculus of variations has gone through a revival in the past decade. In this paper, we extend the theory of generalized geometric programming to infinite dimensions in order to derive a dual problem for the convex optimal control problem. This approach transfers explicit constraints in the primal problem to the dual objective functional.
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- Generalized geometric programming applied to problems of optimal control: I. Theory
Journal of Optimization Theory and Applications
Volume 26, Issue 1 , pp 117-129
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- Generalized geometric programming
- control theory
- convex analysis
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