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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].
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https://hal.inria.fr/hal-00800523
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Submitted on : Wednesday, March 13, 2013 - 6:35:17 PM
Last modification on : Sunday, November 15, 2020 - 7:40:06 PM

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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, ⟨10.1109/CDC.2012.6426303⟩. ⟨hal-00800523⟩

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