Convex optimization of nonlinear inequality with higher order derivatives

The present paper is devoted to the duality theory for the convex optimal control problem of second-order differential inclusions with periodic boundary conditions. First, we use an auxiliary problem with second-order discrete-approximate inclusions and focus on formulating sufficient conditions of optimality for the differential problem. Then, we concentrate on the duality that exists in periodic boundary conditions to establish a dual problem for the differential problem and prove that Euler-Lagrange inclusions are duality relations for both primal and dual problems. Finally, we consider an example of the duality for the second-order linear optimal control problem.

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Convex optimization of nonlinear inequality with higher order derivatives

Cited by 2 publications

References 22 publications

Polyhedral optimization of discrete and partial differential inclusions of parabolic type

Polyhedral optimization of discrete and partial differential inclusions of parabolic type

On duality in convex optimization of second-order differential inclusions with periodic boundary conditions

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