A variant of nonsmooth maximum principle for state constrained problems

Abstract : We derive a variant of the nonsmooth maximum principle for problems with pure state constraints. The interest of our result resides on the nonsmoothness itself since, when applied to smooth problems, it coincides with known results. Remarkably, in the normal form, our result has the special feature of being a sufficient optimality condition for linear-convex problems, a feature that the classical Pontryagin maximum principle had whereas the nonsmooth version had not. This work is distinct to previous work in the literature since, for state constrained problems, we add the Weierstrass conditions to adjoint inclusions using the joint subdifferentials with respect to the state and the control. Our proofs use old techniques developed in [16], while appealing to new results in [7].
Type de document :
Communication dans un congrès
IEEE 51st Annual Conference on Decision and Control (CDC), 2012, 2012, Maui, Hawai, United States. pp.685 - 7690, 2012, Decision and Control (CDC), 2012 IEEE 51st Annual Conference on. 〈10.1109/CDC.2012.6426303〉
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https://hal.inria.fr/hal-00800523
Contributeur : Estelle Bouzat <>
Soumis le : mercredi 13 mars 2013 - 18:35:17
Dernière modification le : lundi 21 mars 2016 - 11:30:06

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Md. Haider Ali Biswas, Maria Do Rosário De Pinho. A variant of nonsmooth maximum principle for state constrained problems. IEEE 51st Annual Conference on Decision and Control (CDC), 2012, 2012, Maui, Hawai, United States. pp.685 - 7690, 2012, Decision and Control (CDC), 2012 IEEE 51st Annual Conference on. 〈10.1109/CDC.2012.6426303〉. 〈hal-00800523〉

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