On constraint qualifications for nondegenerate necessary conditions of optimality applied to optimal control problems

• Type: Article in International Scientific Journal
• Date: 2011

Authors

Sofia O. Lopes (Author) FEUP; Fernando A. C. C. Fontes (Author) FEUP; Maria do Rosário de Pinho (Author) FEUP

Journal

Title: Discrete and Continuous Dynamical Systems

Vol. 29 No. 2

Pages: 559-575

ISSN: 1078-0947

Publisher: American Institute of Mathematical Sciences

Indexing

ISI Web of Knowledge - 20 Citations

Scopus - 21 Citations

Scientific classification

FOS: Natural sciences > Mathematics

Other information

Authenticus ID: P-002-VJF

DOI: 10.3934/dcds.2011.29.559

Abstract (EN): We address necessary conditions of optimality (NCO), in the form of a maximum principle, for optimal control problems with state constraints. In particular, we are interested in the NCO that are strengthened to avoid the degeneracy phenomenon that occurs when the trajectory hits the boundary of the state constraint. In the literature on this subject, we can distinguish two types of constraint qualifications (CQ) under which the strengthened NCO can be applied: CQ involving the optimal control and CQ not involving it. Each one of these types of CQ has its own merits. The CQs involving the optimal control are not so easy to verify, but, are typically applicable to problems with less regularity on the data. In this article, we provide conditions under which the type of CQ involving the optimal control can be reduced to the other type. In this way, we also provide nondegenerate NCO that are valid under a different set of hypotheses.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 17