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Unmaximized inclusion necessary conditions for nonconvex constrained optimal control problems

Title
Unmaximized inclusion necessary conditions for nonconvex constrained optimal control problems
Type
Article in International Scientific Journal
Year
2005
Authors
M. do Rosário de Pinho
(Author)
FEUP
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Maria Margarida Ferreira
(Author)
FEUP
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Journal
Vol. 11 No. 4
Pages: 614-632
ISSN: 1292-8119
Publisher: EDP Sciences
Indexing
Scientific classification
FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering
Other information
Authenticus ID: P-000-5N9
Abstract (EN): Necessary conditions of optimality in the form of Unmaximized Inclusions (UI) are derived for optimal control problems with state constraints. The conditions presented here generalize earlier optimality conditions to problems that may be nonconvex. The derivation of UI-type conditions in the absence of the convexity assumption is of particular importance when deriving necessary conditions for constrained problems. We illustrate this feature by establishing, as an application, optimality conditions for problems that in addition to state constraints incorporate mixed state-control constraints.
Language: English
Type (Professor's evaluation): Scientific
Contact: mrpinho@fe.up.pt; mmf@fe.up.pt; ffontes@mct.uminho.pt
No. of pages: 19
License type: Click to view license CC BY-NC
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