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On the approximation of infinite optimization problems with an application to optimal control problems

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Abstract

This paper is concerned with approximations to infinite optimization problems in Banach spaces. Under the assumption of a first order necessary and a second order sufficient optimality condition we derive convergence results for the optimal solutions and the optimal values of the approximating problems. An application to finite difference approximations of nonlinear optimal control problems with state constraints is given.

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Authors and Affiliations

  1. Mathematisches Institut, Universität Bayreuth, Postfach 3008, D-8580, Bayreuth, Germany

    Walter Alt

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  1. Walter Alt
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Alt, W. On the approximation of infinite optimization problems with an application to optimal control problems. Appl Math Optim 12, 15–27 (1984). https://doi.org/10.1007/BF01449031

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