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Why regularization of Lagrange principle and Pontryagin maximum principle is needed and what it gives

Annotation

We consider the regularization of the classical Lagrange principle and the Pontryagin maximum principle in convex problems of mathematical programming and optimal control. On example of the “simplest” problems of constrained infinitedimensional optimization, two main questions are discussed: why is regularization of the classical optimality conditions necessary and what does it give?

Keywords

convex programming; dual regularization; regularized Lagrange principles; optimal control; inverse problem; regularized iterative Pontryagin maximum principle

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DOI

10.20310/1810-0198-2018-23-124-757-775

UDC

517.97

Pages

757-775

References

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Received

10.04.2018

Section of issue

Scientific articles

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