Second-Order Optimality Conditions for a Bolza Problem with Mixed Constraints

Daniel Hoehener 1
1 C&O - Equipe combinatoire et optimisation
UPMC - Université Pierre et Marie Curie - Paris 6, CNRS - Centre National de la Recherche Scientifique : FRE3232
Abstract : For an optimal control problem with fixed initial state and constraints on admissible controls we propose new second-order necessary optimality conditions using second-order tangents to the set of controls. In the absence of constraints on controls, our conditions are stronger than previously known second-order conditions. Then, we investigate optimal control problems with fixed initial state and mixed state-control equality constraints. Reducing these problems to problems without mixed constraints, we provide first- and second-order necessary optimality conditions. Our results improve some existing results. In particular, we do not make the assumption that the optimal control is piecewise continuous.
Type de document :
Communication dans un congrès
18th IFAC World Congress, 2011, Milano, Italy. 18, Part 1, pp.2594 - 2599, 2011, World Congress. 〈10.3182/20110828-6-IT-1002.01522〉
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https://hal.inria.fr/inria-00636426
Contributeur : Estelle Bouzat <>
Soumis le : jeudi 27 octobre 2011 - 14:27:09
Dernière modification le : mercredi 21 mars 2018 - 18:57:28

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Daniel Hoehener. Second-Order Optimality Conditions for a Bolza Problem with Mixed Constraints. 18th IFAC World Congress, 2011, Milano, Italy. 18, Part 1, pp.2594 - 2599, 2011, World Congress. 〈10.3182/20110828-6-IT-1002.01522〉. 〈inria-00636426〉

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