Conjugate points or variational problems with equality and inequality state constraints

被引:7
作者
Kawasaki, H [1 ]
Zeidan, V
机构
[1] Kyushu Univ, Grad Sch Math, Fukuoka 8120053, Japan
[2] Michigan State Univ, Dept Math, E Lansing, MI 48824 USA
[3] Univ Michigan, Dept Ind & Operat Engn, Ann Arbor, MI 48109 USA
关键词
conjugate points; accessory problem; inequality and equality state constraints; Jacobi system; Legendre condition; variational problems; necessary optimality conditions;
D O I
10.1137/S0363012998345925
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, variational problems with equality and inequality state constraints are considered. The theory of conjugate points for these problems is developed, and necessary conditions for weak local optimality are derived in terms of this concept and the Legendre condition. For the case of inequality constraints, the envelope-like effect is taken into consideration in the accessory problem.
引用
收藏
页码:433 / 456
页数:24
相关论文
共 43 条
[1]  
[Anonymous], 2018, Mathematical Theory of Optimal Processes
[2]  
[Anonymous], OPTIMAL CONTROL
[3]  
ARUTIUNOV AV, 1989, DOKL AKAD NAUK SSSR+, V304, P11
[4]  
BENTAL A, 1982, MATH PROGRAM STUD, V19, P39, DOI 10.1007/BFb0120982
[5]  
Bliss GA, 1946, LECT CALCULUS VARIAT
[6]   2ND-ORDER NECESSARY CONDITIONS IN SEMISMOOTH OPTIMIZATION [J].
CHANEY, RW .
MATHEMATICAL PROGRAMMING, 1988, 40 (01) :95-109
[7]  
Clarke F. H., 1983, OPTIMIZATION NONSMOO
[8]  
Clebsch Rudolf Alfred, 1858, J REINE ANGEW MATH, V55, P254
[9]   METRIC REGULARITY, TANGENT SETS, AND 2ND-ORDER OPTIMALITY CONDITIONS [J].
COMINETTI, R .
APPLIED MATHEMATICS AND OPTIMIZATION, 1990, 21 (03) :265-287
[10]   STATE CONSTRAINTS IN THE LINEAR REGULATOR PROBLEM - CASE-STUDY [J].
DONTCHEV, AL ;
KOLMANOVSKY, IV .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1995, 87 (02) :323-347