On the relation between two approaches to necessary optimality conditions in problems with state constraints

DOI10.1007/S10957-017-1089-0MaRDI QIDQ2363563zbMATH OpenOpenAlexFDO

Authors Ivan Samylovskiy, Andrei Dmitruk

Publication date 20 July 2017

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.03930

zbMATH Keywords

optimal control problemstate constraintreplication of variablesextremalmixed constraintatoms of measureboundary subarcextended weak minimality

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Integration with respect to measures and other set functions (28A25)

Abstract: We consider a class of optimal control problems with a state constraint and investigate a trajectory with a single boundary interval (subarc). Following R.V. Gamkrelidze, we differentiate the state constraint along the boundary subarc, thus reducing the original problem to a problem with mixed control-state constraints, and show that this way allows one to obtain the full system of stationarity conditions in the form of A.Ya. Dubovitskii and A.A. Milyutin, including the sign definiteness of the measure (state constraint multiplier), i.e., the nonnegativity of its density and atoms at junction points. The stationarity conditions are obtained by a two-stage variation approach, proposed in this paper. At the first stage, we consider only those variations, which do not affect the boundary interval, and obtain optimality conditions in the form of Gamkrelidze. At the second stage, the variations are concentrated on the boundary interval, thus making possible to specify the stationarity conditions and obtain the sign of density and atoms of the measure.

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• Normality of necessary optimality conditions for calculus of variations problems with state constraints

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