Strong local optimality conditions for state constrained control problems

Z. Páles, Vera Zeidan

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

In this paper first- and second-order optimality conditions for strong local minimum are presented for optimal control problems with pure state set-inclusion constraints. The first-order condition is of Pontryagin type, while the second-order condition is of the form of an accessory problem associated with the strong local minimality. This latter condition contains an extra term reflecting the presence of the pure state constraints.

Original languageEnglish
Pages (from-to)363-377
Number of pages15
JournalJournal of Global Optimization
Volume28
Issue number3-4
DOIs
Publication statusPublished - Apr 2004

Fingerprint

Local Optimality
Constrained Control
Pure State
Accessories
Optimality Conditions
Control Problem
Second-order Conditions
First-order Optimality Conditions
Second-order Optimality Conditions
Order Conditions
Minimality
State Constraints
Local Minima
Optimal Control Problem
Inclusion
First-order
Term
Optimality conditions
state control
Form

Keywords

  • Critical cone
  • Critical tangent cone
  • First- and second-order strong local optimality conditions
  • Set-valued constraints

ASJC Scopus subject areas

  • Applied Mathematics
  • Control and Optimization
  • Management Science and Operations Research
  • Global and Planetary Change

Cite this

Strong local optimality conditions for state constrained control problems. / Páles, Z.; Zeidan, Vera.

In: Journal of Global Optimization, Vol. 28, No. 3-4, 04.2004, p. 363-377.

Research output: Contribution to journalArticle

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