Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints

Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints

In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we deriv...

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Veröffentlicht in:Journal of global optimization 2016-03, Vol.64 (3), p.533-562
Hauptverfasser: Toan, N. T., Thuy, L. Q.
Format: Artikel
Sprache:eng
Schlagworte:
Applied mathematics
Computer Science
Control theory
Cost function
Mathematical analysis
Mathematical programming
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimal control
Optimization
Real Functions
Studies
Variables
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Beschreibung
Zusammenfassung:In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order necessary optimality conditions for a discrete optimal control problem.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-015-0333-0