NASA NTRS · 19760060222
Lagrange duality theory for convex control problems
Abstract
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.
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Hager, W. W., Mitter, S. K.. 1976-08-01. Lagrange duality theory for convex control problems. https://ntrs.nasa.gov/citations/19760060222
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