Second-Order Necessary Optimality Conditions for a Discrete Optimal Control Problem

被引：11

作者：

Toan, N. T. ^{[1
,2
]}

Ansari, Q. H. ^{[3
,4
]}

Yao, J-C. ^{[5
,6
]}

机构：

[1] Hanoi Univ Sci & Technol, Sch Appl Math & Informat, Hanoi, Vietnam

[2] Natl Sun Yat Sen Univ, Dept Appl Math, Kaohsiung 804, Taiwan

[3] Aligarh Muslim Univ, Dept Math, Aligarh 202002, Uttar Pradesh, India

[4] King Fahd Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia

[5] Kaohsiung Med Univ, Ctr Fundamental Sci, Kaohsiung 80708, Taiwan

[6] King Abdulaziz Univ, Dept Math, Jeddah 21589, Saudi Arabia

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2015年 / 165卷 / 03期

关键词：

First-order optimality conditions; Second-order optimality conditions; Discrete optimal control problems; Control constraints; TANGENT SETS; CONSTRAINTS; SYSTEMS; INEQUALITIES; CONTINUITY;

D O I：

10.1007/s10957-014-0648-x

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with a nonconvex cost function and control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order optimality conditions for a discrete optimal control problem.

引用

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页码：812 / 836

页数：25

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