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Constrained Optimization: From Lagrangian Mechanics to Optimal Control and PDE Constraints

  • Gander M
  • Kwok F
  • Wanner G
DOI: 10.1007/978-3-319-08025-3_5
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Abstract

The history of constrained optimization spans nearly three centuries. The principal warhorse, Lagrange multipliers, was discovered by Lagrange in the Statics section of his famous book on Mechanics from 1788, by applying the idea of virtual velocities to problems in...

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Gander, M. J., Kwok, F., & Wanner, G. (2014). Constrained Optimization: From Lagrangian Mechanics to Optimal Control and PDE Constraints (pp. 151–202). https://doi.org/10.1007/978-3-319-08025-3_5

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