• DocumentCode
    3169238
  • Title

    A variant of nonsmooth maximum principle for state constrained problems

  • Author

    Biswas, M.H.A. ; d R de Pinho, M.

  • Author_Institution
    Fac. de Eng., Univ. do Porto, Porto, Portugal
  • fYear
    2012
  • fDate
    10-13 Dec. 2012
  • Firstpage
    7685
  • Lastpage
    7690
  • Abstract
    We derive a variant of the nonsmooth maximum principle for problems with pure state constraints. The interest of our result resides on the nonsmoothness itself since, when applied to smooth problems, it coincides with known results. Remarkably, in the normal form, our result has the special feature of being a sufficient optimality condition for linear-convex problems, a feature that the classical Pontryagin maximum principle had whereas the nonsmooth version had not. This work is distinct to previous work in the literature since, for state constrained problems, we add the Weierstrass conditions to adjoint inclusions using the joint subdifferentials with respect to the state and the control. Our proofs use old techniques developed in [16], while appealing to new results in [7].
  • Keywords
    convex programming; linear programming; maximum principle; Pontryagin maximum principle; Weierstrass conditions; joint subdifferentials; linear-convex problems; nonsmooth maximum principle; optimality condition; smooth problems; state constrained problems; Differential equations; Force; Limiting; Measurement; Optimal control; Standards; Veins;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
  • Conference_Location
    Maui, HI
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4673-2065-8
  • Electronic_ISBN
    0743-1546
  • Type

    conf

  • DOI
    10.1109/CDC.2012.6426303
  • Filename
    6426303