vix.ing · top · new · best · stats · spec

Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints

2015/12/03 by An Li, Li, An, Jane J. Ye +1
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Fixed Point Theorems Analysis #Optimization and Control (math.OC) #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.1512.00953

openalex publication_date 2015/12/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints are derived under the Mangasarian-Fromovitz condition and under the assumption that the state and control constraint functions are smooth. In this paper we derive necessary optimality conditions for problems with nonsmooth mixed state and control constraints under constraint qualifications based on pseudo-Lipschitz continuity and calmness of certain set-valued maps. The necessary conditions are stratified, in the sense that they are asserted on precisely the domain upon which the hypotheses (and the optimality) are assumed to hold. Moreover necessary optimality conditions with an Euler inclusion taking an explicit multiplier form are derived for certain cases.

Related