Engineering topics
Publications and source records attributed to Hager, W. W..
A dual approximation for the solution to an optimal control problem is analyzed. The differential equation is handled with a Lagrange multiplier while other constraints are treated explicitly. An algorithm for solving the dual problem is presented.
The Lagrange dual to a control problem is studied. The principal result based on the Hahn-Banach theorem proves that the dual problem has an optimal solution if there exists an interior point for the constraint set. A complementary slackness condition holds, if the primal problem has an optimal solution. A necessary and sufficient condition for the optimality of solutions to the primal and the dual problem is also presented.