WHY REGULARIZATION OF LAGRANGE PRINCIPLE AND PONTRYAGIN MAXIMUM PRINCIPLE IS NEEDED AND WHAT IT GIVES
Mikhail Iosifovich Sumin · Tambov University Reports Series Natural and Technical Sciences · 2018
We consider the regularization of the classical Lagrange principle and the Pontryagin maximum principle in convex problems of mathematical programming and optimal control. On example of the “simplest” problems of constrained infinitedimensional optimization, two main questions are discussed: why is regularization of the classical optimality conditions necessary and what does it give?