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

页码：812 / 836

页数：25

共 50 条

[31] FIRST- AND SECOND-ORDER OPTIMALITY CONDITIONS FOR A CLASS OF OPTIMAL CONTROL PROBLEMS WITH QUASILINEAR ELLIPTIC EQUATIONS
Casas, Eduardo
Troeltzsch, Fredi
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2009, 48 (02) : 688 - 718
[32] First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations
J. Frédéric Bonnans
Constanza de la Vega
Xavier Dupuis
Journal of Optimization Theory and Applications, 2013, 159 : 1 - 40
[33] First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations
Bonnans, J. Frederic
de la Vega, Constanza
Dupuis, Xavier
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2013, 159 (01) : 1 - 40
[34] Normality and second-order optimality conditions in state-constrained optimal control problems with bounded minimizers
Karamzin, D. Yu.
JOURNAL OF DIFFERENTIAL EQUATIONS, 2023, 366 : 378 - 407
[35] On the no-gap second-order optimality conditions for a non-smooth semilinear elliptic optimal control
Nhu, Vu Huu
OPTIMIZATION, 2022, 71 (14) : 4289 - 4319
[36] Second order optimality conditions for optimal control problems on Riemannian manifolds*
Cui, Qing
Deng, Li
Zhang, Xu
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2019, 25
[37] On strong second-order necessary optimality conditions under relaxed constant rank constraint qualification
Ribeiro, Ademir A.
Sachine, Mael
OPTIMIZATION, 2024, 73 (06) : 1993 - 2005
[38] SECOND-ORDER OPTIMALITY CONDITIONS FOR BOUNDARY CONTROL PROBLEMS WITH MIXED POINTWISE CONSTRAINTS
Son, N. H.
Kien, B. T.
Roesch, A.
SIAM JOURNAL ON OPTIMIZATION, 2016, 26 (03) : 1912 - 1943
[39] SECOND-ORDER OPTIMALITY CONDITIONS FOR VECTOR EQUILIBRIUM PROBLEMS
Tran Van Su
JOURNAL OF NONLINEAR FUNCTIONAL ANALYSIS, 2015,
[40] Second-Order Optimality Conditions in Minimax Optimization Problems
Anulekha Dhara
Aparna Mehra
Journal of Optimization Theory and Applications, 2013, 156 : 567 - 590

← 1 2 3 4 5 →