Second-Order Necessary Optimality Conditions for a Discrete Optimal Control Problem

被引：11
|
作者：
Toan, N. T. [1 ,2 ]
Ansari, Q. H. [3 ,4 ]
Yao, J-C. [5 ,6 ]
机构：
[1] Hanoi Univ Sci & Technol, Sch Appl Math & Informat, Hanoi, Vietnam
[2] Natl Sun Yat Sen Univ, Dept Appl Math, Kaohsiung 804, Taiwan
[3] Aligarh Muslim Univ, Dept Math, Aligarh 202002, Uttar Pradesh, India
[4] King Fahd Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia
[5] Kaohsiung Med Univ, Ctr Fundamental Sci, Kaohsiung 80708, Taiwan
[6] King Abdulaziz Univ, Dept Math, Jeddah 21589, Saudi Arabia
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2015年 / 165卷 / 03期
关键词：
First-order optimality conditions; Second-order optimality conditions; Discrete optimal control problems; Control constraints; TANGENT SETS; CONSTRAINTS; SYSTEMS; INEQUALITIES; CONTINUITY;
D O I：
10.1007/s10957-014-0648-x
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with a nonconvex cost function and control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order optimality conditions for a discrete optimal control problem.
引用
收藏
页码：812 / 836
页数：25
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