Title :
On L2 sufficient conditions for end-constrained optimal control problems with inputs in a polyhedron
Author_Institution :
Dept. of Math., North Carolina State Univ., Raleigh, NC
Abstract :
An L2-local optimality sufficiency theorem proved for constrained optimal control problems is described here. This theorem applies to a class of structured infinite-dimensional nonconvex programs with constraints of the form, u∈Ω and h(u)=0, where Ω is a set of Lebesgue measurable essentially bounded vector-valued functions u(·):[0, 1]→Rm with range in a polyhedron U, and h is a smooth map of the space of essentially bounded functions u(·) into Rk. The theorem is based on formal counterparts of the finite-dimensional Karush-Kuhn-Tucker sufficient conditions in a Cartesian product of polyhedra, a strengthened variant of Pontryagin´s necessary condition, and structure/continuity conditions on the first and second differentials of the objective function and equality constraint functions. Its sufficient conditions are directly applicable to nonconvex continuous-time Bolza optimal control problems with control-quadratic Hamiltonians, affine inequality constraints on the control inputs, and equality constraints on the terminal state vector, or equivalent isoperimetric constraints
Keywords :
mathematical programming; maximum principle; minimisation; Cartesian product; Karush-Kuhn-Tucker sufficient conditions; L2 sufficient conditions; L2-local optimality sufficiency theorem; Pontryagin´s necessary condition; affine inequality constraints; control inputs; control-quadratic Hamiltonians; end-constrained optimal control problems; equality constraints; isoperimetric constraints; nonconvex continuous-time Bolza optimal control problems; polyhedron; structure/continuity conditions; structured infinite-dimensional nonconvex programs; Coercive force; Constraint theory; Differential equations; Optimal control; Q measurement; Sufficient conditions;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758679