Title :
Comments on a multiplier condition for problems with state variable inequality constraints
Author_Institution :
Naval Postgraduate School, Monterey, CA, USA
fDate :
10/1/1972 12:00:00 AM
Abstract :
This correspondence points out that a widely quoted necessary condition on the Lagrange multiplier associated with a first-order state variable inequality constraint is not equivalent to Gamkrelidze´s multiplier condition. An example is given of a problem for which the latter stronger condition is required to determine optimal trajectories.
Keywords :
Optimal control; Costs; Integral equations; Iterative methods; Lagrangian functions; Linear systems; Operations research; Optimal control; Process control;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1100133