Investigation of regularity conditions in optimal control problems with geometric mixed constraints. (2nd January 2016)

• Record Type: Journal Article
• Authors: Arutyunov, A.V.; Karamzin, D.Yu.; Pereira, F.L.; Silva, G.N.
• Is Part Of: Optimization. Volume 65:Number 1(2016)
• Page Start: 185
• Page End: 206
• Publication Date: 2016-01-02
• Subjects: regularity conditions -- optimal control -- mixed constraints -- geometric constraints; 49K15 -- 49K21; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2015.1014478
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract : We investigate regularity conditions in optimal control problems with mixed constraints of a general geometric type, in which a closed non-convex constraint set appears. A closely related question to this issue concerns the derivation of necessary optimality conditions under some regularity conditions on the constraints. By imposing strong and weak regularity condition on the constraints, we provide necessary optimality conditions in the form of Pontryagin maximum principle for the control problem with mixed constraints. The optimality conditions obtained here turn out to be more general than earlier results even in the case when the constraint set is convex. The proofs of our main results are based on a series of technical lemmas which are gathered in the Appendix.