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Some remarks on generalized lagrangians

  • S. Kurcyusz
Mathematical Programming
Part of the Lecture Notes in Computer Science book series (LNCS, volume 41)

Abstract

In the paper a definition is given of a class of generalized Lagrangians, and some simple properties of them are discussed, especially those related to the topology in the set of constraints. A general formulation of the method of multipliers is presented and a theorem characterising convergence of this method in case of linear-quadratic problems in Hilbert space. Numerical examples of computing the optimal control of time lag systems to terminal functions are presented. The results indicate that the effectiveness of the method of multipliers depends on the choice of the norm in the set of constraints.

Keywords

Optimal Control Problem Nonlinear Program Constraint Violation Topological Hausdorff Vector Space Surrogate Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1976

Authors and Affiliations

  • S. Kurcyusz
    • 1
  1. 1.Institute of Automatic ControlTechnical University of WarsawWarsawPoland

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