Volume 11, Number 4, October 2005
|Page(s)||614 - 632|
|Published online||15 September 2005|
Unmaximized inclusion necessary conditions for nonconvex constrained optimal control problems
ISR and DEEC,
Faculdade de Engenharia da Universidade do Porto,
Rua Dr. Roberto Frias,
4200-465 Porto, Portugal;
2 Officina Mathematica, Universidade do Minho, 4800-058 Guimarães, Portugal; email@example.com
Revised: 19 November 2004
Necessary conditions of optimality in the form of Unmaximized Inclusions (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 constrained problems. We illustrate this feature by establishing, as an application, optimality conditions for problems that in addition to state constraints incorporate mixed state-control constraints.
Mathematics Subject Classification: 49K15
Key words: Optimal control / state constraints / nonsmooth analysis / Euler-Lagrange inclusion.
© EDP Sciences, SMAI, 2005
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.