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Generalized geometric programming applied to problems of optimal control: I. Theory

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Abstract

The interest in convexity in optimal control and the calculus of variations has gone through a revival in the past decade. In this paper, we extend the theory of generalized geometric programming to infinite dimensions in order to derive a dual problem for the convex optimal control problem. This approach transfers explicit constraints in the primal problem to the dual objective functional.

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Authors and Affiliations

  1. School of Mechanical and Industrial Engineering, University of New South Wales, Kensington, New South Wales, Australia

    T. R. Jefferson (Lecturer) & C. H. Scott

Authors
  1. T. R. Jefferson
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  2. C. H. Scott
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Additional information

Communicated by M. Avriel

The authors are indebted to the referees for suggestions leading to improvement of the paper.

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Jefferson, T.R., Scott, C.H. Generalized geometric programming applied to problems of optimal control: I. Theory. J Optim Theory Appl 26, 117–129 (1978). https://doi.org/10.1007/BF00933274

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