Second-order sufficient conditions for an extremum in optimal control

• Autorzy: Osmolovskij N.
• Języki publikacji: EN

Abstrakty

EN

Suffcient quadratic optimality conditions for a weak and a strong minimum are stated in an optimal control problem on a fixed time interval with mixed state-control constraints, under the assumption that the gradients of all active mixed constraints with respect to control are linearly independent. The conditions are stated for the cases of both continuous and discontinuous controls and guarantee in each case a lower bound of the cost function increase at t1e reference point. They are formulated in terms of an accessory problem with quadratic form, which must be positive-definite on the so-called critical cone. In the case of discontinuous control the quadratic form has some new terms related to the control discontinuity.

Słowa kluczowe

EN

accessory problem; broken extremal; control discontinuities; critical cone; maximum principle; quadratic form; strong minimum; suffcient optimality condition; weak minimum

PL

ekstremala łamana; forma kwadratowa; minimum silne; minimum słabe; stożek krytyczny; warunek dostatecznej optymalności; zasada maksimum

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2002
• Tom: Vol. 31, no 3
• Strony: 803--831
• Opis fizyczny: Bibliogr. 47 poz.,

Twórcy

autor

Osmolovskij N.