Regularized Lagrange Principle and Pontryagin Maximum Principle in Optimal Control and Inverse Problems

摘要

Regularized Lagrange principles in non-iterative and iterative forms for the "simplest" convex programming problem in a Hilbert space with operator constraint-equality are formulated. On their basis regularized Lagrange principle and Pontryagin maximum principle in iterative forms with stopping rules are derived in optimal control problem and in inverse problem for parabolic equation.