Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations

DOI10.1007/S11117-022-00898-XMaRDI QIDQ2114866zbMATH OpenOpenAlexFDO

Authors Nguyen Thi Toan, Le Quang Thuy

Publication date 15 March 2022

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11117-022-00898-x

zbMATH Keywords

first-order optimality conditionmixed constraintnonlinear state equationoptimal control problemsecond-order optimality condition

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence theories for optimal control problems involving relations other than differential equations (49J21) Optimality conditions for problems involving relations other than differential equations (49K21) Applications of mathematical programming (90C90) Linear systems in control theory (93C05)

Review text

Second-order necessary optimality conditions are derived for an optimal control problem (OCP) with nonconvex cost function, nonlinear state equation and mixed constraints using tools from functional analysis. An example is given showing that if the second-order necessary condition is not satisfied, then the admissible couple is not a solution even it satisfies first-order necessary conditions.

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Cited in

(14)

• Second-order necessary optimality conditions for some state-constrained control problems of semilinear elliptic equations
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• Second-order necessary optimality conditions for a discrete optimal control problem
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