A variant of nonsmooth maximum principle for state constrained problems

• Type: Article in International Conference Proceedings Book
• Date: 2012

Authors

biswas, mha (Author) Other; de pinho, mdr (Author) FEUP

Conference proceedings International

Title: Proceedings of the IEEE Conference on Decision and Control

Pages: 7685-7690

51st IEEE Conference on Decision and Control, CDC 2012

Maui, HI, 10 December 2012 through 13 December 2012

Indexing

ISI Proceedings

ISI Web of Knowledge - 8 Citations

Scopus - 9 Citations

Scientific classification

CORDIS: Technological sciences

Other information

Authenticus ID: P-008-9JN

DOI: 10.1109/cdc.2012.6426303

Abstract (EN): We derive a variant of the nonsmooth maximum principle for problems with pure state constraints. The interest of our result resides on the nonsmoothness itself since, when applied to smooth problems, it coincides with known results. Remarkably, in the normal form, our result has the special feature of being a sufficient optimality condition for linear-convex problems, a feature that the classical Pontryagin maximum principle had whereas the nonsmooth version had not. This work is distinct to previous work in the literature since, for state constrained problems, we add the Weierstrass conditions to adjoint inclusions using the joint subdifferentials with respect to the state and the control. Our proofs use old techniques developed in [16], while appealing to new results in [7].

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 6