Nondegeneracy and normality in necessary conditions involving Hamiltonian inclusions for state-constrained optimal control problems

• Type: Article in International Conference Proceedings Book
• Date: 2004

Authors

de pinho, mdr (Author) FEUP; ferreira, mma (Author) FEUP; fontes, facc (Author) FEUP

Conference proceedings International

Title: 2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5

Pages: 911-916

43rd IEEE Conference on Decision and Control

San Diego, CA, DEC 14-17, 2004

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Scientific classification

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

Other information

Authenticus ID: P-000-DV2

DOI: 10.1109/cdc.2004.1428801

Abstract (EN): Similarly to other standard versions of the Maximum Principle, recently derived necessary conditions of optimality involving Hamiltonian Inclusions are satisfied by a degenerate set of multipliers when applied to problems to which the initial state is fixed and it is in the boundary of the state constraint set. In such case, the necessary conditions do not provide useful information to select minimizers. A constraint qualification under which nondegenerate necessary conditions based on a "standard" maximum principle was previously defined. In this paper we show that when the "velocity set" is convex the same constraint qualification permits nondegenerate necessary conditions involving Hamiltonian Inclusions. This is of relevance since it covers problems in which the set of multipliers produced by Hamiltonian Inclusion conditions is smaller than those generated by "standard" Maximum Principles. Furthermore, we show that the constraint qualification can be strengthened so that normality can be established.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 6