Title:

First and second order optimality conditions for state constrained optimal control problems

Subtitle:

Raport Badawczy = Research Report ; RB/4/2005

Creator:

Malanowski, Kazimierz : Autor

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2005

Description:

34 pages ; 21 cm ; Bibliography p. 32-34

Type of object:

Book/Chapter

Subject and Keywords:

Optimal control ; Second order sufficient conditions ; Nonlinear ordinary differential equations

Abstract:

First and second order optimality conditions for nonlinear optimal control problems, subject to mixed control state and and pure state constraints of order one, are con­sidered. It is shown that, under the introduced constraints qualifications, a normal Lagrane multiplier exists, is unique and regular. Second order optimality conditions, both sufficient and necessary are derived. In each case strongly active constraints are taken into account.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2005-04

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open