Legendre Transform and Applications to Finite and Infinite Optimization - ENSTA Paris - École nationale supérieure de techniques avancées Paris Accéder directement au contenu
Article Dans Une Revue Set-Valued and Variational Analysis Année : 2016

Legendre Transform and Applications to Finite and Infinite Optimization

Résumé

We investigate convex constrained nonlinear optimization problems and optimal control with convex state constraints in the light of the so-called Legendre transform. We use this change of coordinate to propose a gradient-like algorithm for mathematical programs, which can be seen as a search method along geodesics. We also use the Legendre transform to study the value function of a state constrained Mayer problem and we show that it can be characterized as the unique viscosity solution of the Hamilton-Jacobi-Bellman equation.
Fichier principal
Vignette du fichier
Legendre.pdf (376.82 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01055917 , version 1 (14-08-2014)
hal-01055917 , version 2 (14-04-2016)

Identifiants

Citer

Cristopher Hermosilla. Legendre Transform and Applications to Finite and Infinite Optimization. Set-Valued and Variational Analysis, 2016, ⟨10.1007/s11228-016-0368-5⟩. ⟨hal-01055917v2⟩
400 Consultations
1177 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More