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Strong Local Optimality Conditions for State Constrained Control Problems

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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.

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Authors and Affiliations

  1. Institute of Mathematics and Informatics, University of Debrecen, H-4010, Debrecen, Pf. 12, Hungary (e-mail

    Zsolt Páles

  2. Department of Mathematics, Michigan State University, East Lansing, MI, 48824 (e-mail

    Vera Zeidan

Authors
  1. Zsolt Páles
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  2. Vera Zeidan
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Páles, Z., Zeidan, V. Strong Local Optimality Conditions for State Constrained Control Problems. Journal of Global Optimization 28, 363–377 (2004). https://doi.org/10.1023/B:JOGO.0000026461.40450.2d

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  • DOI: https://doi.org/10.1023/B:JOGO.0000026461.40450.2d

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