Local Minimum Principle for an Optimal Control Problem with a Nonregular Mixed Constraint

DOI10.1137/21M1411469MaRDI QIDQ5087100zbMATH OpenWikidataFDO

Authors Andrei Dmitruk, Nikolai P. Osmolovskii

Publication date 8 July 2022

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.01707

zbMATH Keywords

convex conenormed spaceLebesgue-Stieltjes measuredual conesingular measurephase pointPontryagin functioncostate equationmixed constraintapproximate separation theorem

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems in abstract spaces (49K27)

Abstract: We consider the simplest optimal control problem with one nonregular mixed inequality constraint, i.e. when its gradient in the control can vanish on the zero surface. Using the Dubovitskii--Milyutin theorem on the approximate separation of convex cones, we prove a first or der necessary condition for a weak minimum in the form of the so-called local minimum principle, which is formulated in terms of functions of bounded variation, integrable functions, and Lebesgue--Stieltjes measures, and does not use functionals on the space of measurable bounded functions. Two illustrative examples are given. The work is based on results by Milyutin.

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Cited in

(3)

• Local minimum principle for optimal control problems subject to differential-algebraic equations of index two
• An asymptotic weak maximum principle
• Local minimum principle for optimal control problems with mixed constraints: the nonregular case

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