First- and second-order optimality conditions for a strong local minimum in control problems with pure state constraints (Q2372172)
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English | First- and second-order optimality conditions for a strong local minimum in control problems with pure state constraints |
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First- and second-order optimality conditions for a strong local minimum in control problems with pure state constraints (English)
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25 July 2007
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This paper proves the result announced by the authors in [\textit{Z. Páles} and \textit{V. Zeidan}, J. Glob. Optim. 28, No. 3--4, 363--377 (2004; Zbl 1152.49310)]: a necessary optimality condition for strong local minimum of optimal control problems with pure state set-inclusion constraints. The proof of the result is based on the Dubovitskii-Milyutin time transformation [\textit{A. Ya. Dubovitskii} and \textit{A. A. Milyutin}, Sov. Math., Dokl. 4, 452--455 (1963); translation from Dokl. Akad. Nauk SSSR 149, 759--762 (1963; Zbl 0133.05501)].
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strong local optimality conditions
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set-inclusion constraints
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time-transformation
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