Legendre Transform and Applications to Finite and Infinite Optimization

Research output: Contribution to journalArticle

2 Citations (Scopus)


© 2016, Springer Science+Business Media Dordrecht. We investigate convex constrained nonlinear optimization problems and optimal control with convex state constraints in the light of the so-called Legendre transform. We use this change of coordinate to propose a gradient-like algorithm for mathematical programs, which can be seen as a search method along geodesics. We also use the Legendre transform to study the value function of a state constrained Mayer problem and we show that it can be characterized as the unique viscosity solution of the Hamilton-Jacobi-Bellman equation.
Original languageEnglish
Pages (from-to)685-705
Number of pages21
JournalSet-Valued and Variational Analysis
Publication statusPublished - 1 Dec 2016
Externally publishedYes

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