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5 Lecture 5. Proof of the maximum principle 5.1 The tent method We continue with the static nonlinear optimization problem: min g0(x) subject to gi(x) ≤ 0, i = 1, · · · ,m (LM) in which {gi}mi=0 ∈ C1(Rn;R). Suppose that the problem is feasible, i.e., there exists an admissible x∗ which minimizes g0(x). Recall that we defined the following sets: Ωi = {x ∈ Rn : gi(x) ≤ 0}, i = 1, · · · ,m and for x1
https://www.control.lth.se/fileadmin/control/Education/DoctorateProgram/Optimal_Control/2023/lec5.pdf - 2025-02-07