Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints

نویسندگان

  • An Li
  • Jane J. Ye
چکیده

In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints are derived under the Mangasarian-Fromovitz condition and under the assumption that the state and control constraint functions are smooth. In this paper we derive necessary optimality conditions for problems with nonsmooth mixed state and control constraints under constraint qualifications based on pseudo-Lipschitz continuity and calmness of certain set-valued maps. The necessary conditions are stratified, in the sense that they are asserted on precisely the domain upon which the hypotheses (and the optimality) are assumed to hold. Moreover necessary optimality conditions with an Euler inclusion taking an explicit multiplier form are derived for certain cases.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonconvex Optimal Control Problems with Nonsmooth Mixed State Constraints

Necessary conditions of optimality in the form of a weak maximum principle are derived for optimal control problems with mixed constraints. Such conditions differ from previous work since they hold when a certain convexity assumption is replaced by an “interiority” assumption. Notably the result holds for problems with possibly nonsmooth mixed constraints and with additional pointwise set contr...

متن کامل

Unmaximized Inclusion Type Conditions for Nonconvex Constrained Optimal Control Problems

Necessary conditions of optimality in the form of an unmaximized Inclusion (UI) are derived for optimal control problems with state constraints. The conditions presented here generalize earlier optimality conditions to problems that may be nonconvex. The derivation of UI type conditions in the absence of the convexity assumption is of particular importance when deriving necessary conditions for...

متن کامل

Second-order optimality conditions for a Bolza problem with mixed constraints ?

For an optimal control problem with fixed initial state and constraints on admissible controls we propose new second-order necessary optimality conditions using second-order tangents to the set of controls. In the absence of constraints on controls, our conditions are stronger than those of Gilbert and Bernstein (1983). Then, we investigate optimal control problems with fixed initial state and ...

متن کامل

An Euler-lagrange Inclusion for Optimal Control Problems with State Constraints

New first-order necessary conditions of optimality for control problems with pathwise state constraints are given. These conditions are a variant of a nonsmooth maximum principle which includes a joint subdifferential of the Hamiltonian — a condition called Euler-Lagrange inclusion (ELI). The main novelty of the result provided here is the ability to address state constraints while using an ELI...

متن کامل

Optimal Control Problems with Mixed Constraints

We develop necessary conditions of broad applicability for optimal control problems in which the state and control are subject to mixed constraints. We unify, subsume and significantly extend most of the results on this subject, notably in the three special cases that comprise the bulk of the literature: calculus of variations, differential-algebraic systems, and mixed constraints specified by ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015