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.
Key WordsGeneralized geometric programming control theory convex analysis duality
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