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Lagrange-Hamilton Approach in Optimization Problems with Isoperimetric-Type Constraints

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  • Savin Treanţă

    (University Politehnica of Bucharest)

Abstract

This paper derives necessary optimality conditions for a certain class of optimal control problems without linearity or convexity assumptions. The optimal control problem has a general objective function of integral type and a finite number of isoperimetric type constraints. For proving the main result derived in this paper, the Lagrange function and the control Hamiltonian are introduced and an adjoint differential equation is stated. In addition, we formulate some examples where the derived necessary optimality conditions are applied.

Suggested Citation

  • Savin Treanţă, 2022. "Lagrange-Hamilton Approach in Optimization Problems with Isoperimetric-Type Constraints," Journal of Optimization Theory and Applications, Springer, vol. 194(2), pages 508-520, August.
    • Handle: RePEc:spr:joptap:v:194:y:2022:i:2:d:10.1007_s10957-022-02036-9
    DOI: 10.1007/s10957-022-02036-9
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    References listed on IDEAS

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    1. M. R. Caputo, 1999. "Economic Characterization of Reciprocal Isoperimetric Control Problems Revisited," Journal of Optimization Theory and Applications, Springer, vol. 101(3), pages 723-730, June.
    2. M. R. Caputo, 1998. "Economic Characterization of Reciprocal Isoperimetric Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 98(2), pages 325-350, August.
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