No-gap second-order optimality conditions for optimal control problems with a single state constraint and control;Conditions d'optimalité du second ordre nécessaires ou suffisantes pour les problèmes de commande optimale avec une contrainte sur l'état et une commande scalaires

Comptes Rendus Mathematique

Volumn 343, Issue 7, 2006, Pages 473-478

  Bonnans, J Frédéric ^a   Hermant, Audrey ^a  

^a ECOLE POLYTECHNIQUE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33750039952     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2006.09.005     Document Type: Article

References (7)

1. J.F. Bonnans, A. Hermant, No gap second order optimality conditions for optimal control problems with a single state constraint and control, INRIA Report 5837 (2006), Mathematical Programming, in press
2. Bonnans J.F., and Shapiro A. Perturbation Analysis of Optimization Problems (2000), Springer-Verlag, New York
3. Hettich R.P., and Jongen H.T. Semi-infinite programming: conditions of optimality and applications. In: Stoer J. (Ed). Optimization Techniques. Proc. 8th IFIP Conf. on Optimization Techniques, Part 2, Würzburg (1978), Springer-Verlag, New York
4. Jacobson D.H., Lele M.M., and Speyer J.L. New necessary conditions of optimality for control problems with state-variable inequality constraints. Journal of Mathematical Analysis and Applications 35 (1971) 255-284
5. Kawasaki H. An envelope-like effect of infinitely many inequality constraints on second order necessary conditions for minimization problems. Mathematical Programming 41 (1988) 73-96
6. Kawasaki H. Second order necessary optimality conditions for minimizing a sup-type function. Mathematical Programming Ser. A 49 (1990/91) 213-229
7. H. Maurer, On the minimum principle for optimal control problems with state constraints, Schriftenreihe des Rechenzentrum 41, Universität Münster, 1979