Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints

• Type: Article in International Scientific Journal
• Date: 2013

Authors

Fernando A. C. C. Fontes (Author) FEUP; Sofia O. Lopes (Author) FEUP

Journal

Title: Journal of Mathematical Analysis and Applications

Vol. 399 No. 1

Pages: 27-37

ISSN: 0022-247X

Publisher: Elsevier

Indexing

ISI Web of Knowledge - 16 Citations

Scopus - 17 Citations

Other information

Authenticus ID: P-002-0DF

DOI: 10.1016/j.jmaa.2012.09.049

Abstract (EN): There has been a longstanding interest in deriving conditions under which dynamic optimization problems are normal, that is, the necessary conditions of optimality (NCO) can be written with a nonzero multiplier associated with the objective function. This paper builds upon previous results on nondegenerate NCO for trajectory constrained optimal control problems to provide even stronger, normal forms of the conditions. The NCO developed may address problems with nonsmooth, less regular data. The particular case of calculus of variations problems is here explored to show a favorable comparison with existent results.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 11