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 language | English |
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Pages (from-to) | 379-390 |
Number of pages | 12 |
Journal | Optimization Letters |
Volume | 1 |
Issue number | 4 |
DOIs | |
Publication status | Published - Sept 2007 |