Epi-convergent discretization of the generalized Bolza problem in dynamic optimization

Boris Mordukhovich, Teemu Pennanen

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

The paper is devoted to well-posed discrete approximations of the so-called generalized Bolza problem of minimizing variational functionals defined via extended-real-valued functions. This problem covers more conventional Bolza-type problems in the calculus of variations and optimal control of differential inclusions as well of parameterized differential equations. Our main goal is find efficient conditions ensuring an appropriate epi-convergence of discrete approximations, which plays a significant role in both the qualitative theory and numerical algorithms of optimization and optimal control. The paper seems to be the first attempt to study epi-convergent discretizations of the generalized Bolza problem; it establishes several rather general results in this direction.
Original languageEnglish
Pages (from-to)379-390
Number of pages12
JournalOptimization Letters
Volume1
Issue number4
DOIs
Publication statusPublished - Sept 2007

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