Publicação
On stronger forms of first-order necessary conditions of optimality for state-constrained control problems
| Resumo: | Recent research in necessary conditions for optimization problems has pursued two main directions. On the one hand, there is a quest to address problems with more and more generality. On the other, there is the investigation of tighter and tighter conditions which are able to identify a reduced set of candidates to minimizers. This work describes a line of research that has been pursued in the latter direction. We discuss the degeneracy phenomenon in optimization problems with inequality constraints. We start by describing this phenomenon in the context of mathematical programming problems. Later, we address the degeneracy phenomenon in the context of optimal control problems. We report some forms of nondegenerate and normal forms of necessary conditions of optimality for optimal control problems with state constraints. A brief overview of some significant literature in this area is made. |
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| Autores principais: | Lopes, Sofia Oliveira |
| Outros Autores: | Fontes, Fernando A. C. C. |
| Assunto: | Optimal control Maximum principle Nonlinear systems Constrained systems Constraint qualifications |
| Ano: | 2008 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso restrito |
| Instituição associada: | Universidade do Minho |
| Idioma: | inglês |
| Origem: | RepositóriUM - Universidade do Minho |
| Resumo: | Recent research in necessary conditions for optimization problems has pursued two main directions. On the one hand, there is a quest to address problems with more and more generality. On the other, there is the investigation of tighter and tighter conditions which are able to identify a reduced set of candidates to minimizers. This work describes a line of research that has been pursued in the latter direction. We discuss the degeneracy phenomenon in optimization problems with inequality constraints. We start by describing this phenomenon in the context of mathematical programming problems. Later, we address the degeneracy phenomenon in the context of optimal control problems. We report some forms of nondegenerate and normal forms of necessary conditions of optimality for optimal control problems with state constraints. A brief overview of some significant literature in this area is made. |
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