Second-order sufficient conditions for an extremum in optimal control

被引:0
|
作者
Osmolovskii, NP [1 ]
机构
[1] Moscow State Civil Engn Univ, Moscow, Russia
来源
CONTROL AND CYBERNETICS | 2002年 / 31卷 / 03期
关键词
maximum principle; broken extremal; weak minimum; strong minimum; control discontinuities; quadratic form; critical cone; accessory problem; sufficient optimality condition;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Sufficient quadratic optimality conditions for a weak and a strong minimum are stated in an optimal control problem on a fixed time interval with mixed state-control constraints, under the assumption that the gradients of all active mixed constraints with respect to control are linearly independent. The conditions. are stated for the cases of both continuous and discontinuous controls and guarantee in each case a lower bound of the cost function increase at the reference point. They are formulated in terms of an accessory problem with quadratic form, which must be positive-definite on the so-called critical cone. In the case of discontinuous control the quadratic form has some new,terms related to the control discontinuity.
引用
收藏
页码:803 / 831
页数:29
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