Lagrange multipliers in dynamic optimization
An approach for studying optimization problems in abstract setting is presented and a general Lagrange multiplier rule is formulated. It is described how to apply this result to the basic problem of calculus of variations with pure state constraints of equality- type, as well as to a Mayer optimal control problem with pure state constraints.
Authors
- Надежда Рибарска (ORCID: https://orcid.org/0000-0002-7480-9676)
- Mikhail Krastanov (ORCID: https://orcid.org/0000-0001-5343-7087)
Institutions
- Bulgarian Academy of Sciences (BG)
- Institute of Mathematics and Informatics (BG)
- Sofia University "St. Kliment Ohridski" (BG)
Publication Details
- Journal
- Mathematics and Education in Mathematics
- Published
- 2025-03-27
- DOI
- https://doi.org/10.55630/mem.2025.54.009-017
- Citations
- 1
- Primary Topic
- Advanced Optimization Algorithms Research
- Type
- article
- Field-Weighted Citation Impact
- 2.63