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Second-order analysis of optimal control problems with control and initial-final state constraints

J. Frédéric Bonnans(Frederic.Bonnans***at***inria.fr)
Nikolai Osmolovskii(osmolovski***at***ap.siedlce.pl)

Abstract: This paper provides an analysis of Pontryagine mimina satisfying a quadratic growth condition, for optimal control problems of ordinary differential equations with constraints on initial-final state, as well as control constraints satisfying the uniform positive linear independence condition.

Keywords: Optimal control, Pontryagine's principle, second-order optimality conditions, quadratic growth condition, weak and strong minima.

Category 1: Nonlinear Optimization (Systems governed by Differential Equations Optimization )

Citation: Rapport de Recherche INRIA 6707, Oct. 2008.

Download: [PDF]

Entry Submitted: 10/30/2008
Entry Accepted: 10/30/2008
Entry Last Modified: 10/30/2008

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