Necessary conditions for constrained problems under Mangasarian-Fromowitz conditions

• Type: Article in International Scientific Journal
• Date: 2008

Authors

Maria do Rosário de Pinho (Author) FEUP; Javier F. Rosenblueth (Author) Other

Journal

Title: SIAM Journal on Control and Optimization

Vol. 47 No. 1

Pages: 535-552

ISSN: 0363-0129

Publisher: Society for Industrial and Applied Mathematics

Indexing

ISI Web of Knowledge - 14 Citations

Scopus - 15 Citations

COMPENDEX

Scientific classification

FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering

CORDIS: Technological sciences > Engineering > Control engineering

Other information

Authenticus ID: P-004-4TM

DOI: 10.1137/060663623

Abstract (EN): The focus of this paper is on first order necessary conditions for optimal control problems with mixed state-control equality and inequality constraints. We consider the case when the cost and dynamics are nonsmooth, and the constraints satisfy Mangasarian-Fromowitz-type assumptions that weaken the commonly used hypothesis that the Jacobian of the active constraints, with respect to the free variable, is of full rank. The results are formulated as unmaximized Hamiltonian inclusion-type conditions involving not the customary product of partial subdifferentials but the joint subdifferential with respect to the state and control variables.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 18