Conjugacy for normal or abnormal linear Bolza problems (Q2488765)

Second-order necessary conditions of optimality for Bolza problems with linear dynamics can be derived without normality assumptions. The aim of this paper is to offer an appropriate notion of conjugate point which characterizes this necessary condition. In the classical theory of calculus of variations this is achieved by means nontrivial solutions of Jacobi's equation vanishing at two points (called conjugate to each other). In this paper, two notions of conjugate points are introduced. The emptiness of the first set is proven to be equivalent to the validity of the second-order necessary conditions, while, the same is shown for the second set under normality assumptions. Comparison to existing notions of conjugate points is also given.