A penalty function proof of a Lagrange multiplier theorem with application to linear delay systems |
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Authors: | Fritz Colonius |
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Institution: | (1) Forschungsschwerpunkt Dynamische Systeme, FB 4, Universität Bremen, Bibliothekstrasse, Postfach 330 440, D-2800 Bremen 33, Germany |
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Abstract: | Using a penalty function method, a Lagrange multiplier theorem in dual Banach spaces is proved. This theorem is applied to the optimal control of linear, autonomous time-delay systems with function space equality end condition and pointwise control restrictions. Under an additional regularity condition, the resulting Lagrange multiplier can be identified with an element ofL
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