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Some Remarks on the Issue of Second-order Optimality Conditions in Control Problems with Mixed Constraints

Title
Some Remarks on the Issue of Second-order Optimality Conditions in Control Problems with Mixed Constraints
Type
Article in International Conference Proceedings Book
Year
2022
Authors
Arutyunov, AV
(Author)
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Dmitry Karamzin
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FEUP
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Pereira, FL
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Conference proceedings International
Pages: 231-235
10th Vienna International Conference on Mathematical Modelling (MATHMOD)
Tech Univ Wien, ELECTR NETWORK, JUL 27-29, 2022
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Authenticus ID: P-00X-8HA
Abstract (EN): A smooth optimal control problem with mixed constraints is considered. Under the normality assumption, a proof of second-order necessary optimality conditions based on the Robinson stability theorem is provided. The main feature of the obtained result is that the local regularity with respect to the mixed constraints is assumed, that is, a regularity in an e -tube along the minimizer, but not the conventional global regularity hypothesis. This impacts the maximum condition. Therefore, the normal set of Lagrange multipliers fulfills the LegendreClebsch condition and the maximum principle. At the same time, the maximum condition is modified since, now, the maximum is taken over a reduced feasible set. Furthermore, the case of abnormal minimizers is considered. The same type of reduced maximum condition is obtained along with a refined Legendre-Clebsch condition which is meaningful in the abnormal case. Copyright (C) 2022 The Authors.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 5
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Maximum Principle and Second-Order Optimality Conditions in Control Problems with Mixed Constraints (2022)
Article in International Scientific Journal
Arutyunov, AV; Dmitry Karamzin; Pereira, FL
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