Finite Codimensionality Method in Infinite-dimensional Optimization Problems

Authors Xu Liu, Qi Lü, HaiSen Zhang, Xu Zhang

PDEs in connection with control and optimization (35Q93) Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving partial differential equations (49K20) Controllability (93B05) Observability (93B07)

Abstract: This paper is devoted to establishing an enhanced Fritz John type first order necessary condition for a general nonlinear infinite-dimensional optimization problem with constraints. Different from the classical constraint qualifications in optimization theory, a finite codimensionality condition is used to guarantee the existence of nontrivial Lagrange multipliers. Further, we show that, such a condition is equivalent to a suitable {it a priori} estimate, which can be easily verified for some interesting examples. As applications, first order necessary conditions for optimal control problems of some deterministic/stochastic control systems are derived in a unified way.

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