Symplectic geometry of constrained optimization

In this paper, we discuss geometric structures related to the Lagrange multipliers rule. The practical goal is to explain how to compute or estimate the Morse index of the second variation. Symplectic geometry allows one to effectively do it even for very degenerate problems with complicated constra...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Regular & chaotic dynamics 2017-11, Vol.22 (6), p.750-770
Hauptverfasser: Agrachev, Andrey A., Beschastnyi, Ivan Yu
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this paper, we discuss geometric structures related to the Lagrange multipliers rule. The practical goal is to explain how to compute or estimate the Morse index of the second variation. Symplectic geometry allows one to effectively do it even for very degenerate problems with complicated constraints. The main geometric and analytic tool is an appropriately rearranged Maslov index. We try to emphasize the geometric framework and omit analytic routine. Proofs are often replaced with informal explanations, but a well-trained mathematician will easily rewrite them in a conventional way. We believe that Vladimir Arnold would approve of such an attitude.
ISSN:1560-3547
1560-3547
1468-4845
DOI:10.1134/S1560354717060119