Weak and Strong Optimality Conditions for Constrained Control Problems with Discontinuous Control
U. Felgenhauer
Journal of Optimization Theory and Applications, 2001, vol. 110, issue 2, No 7, 387 pages
Abstract:
Abstract In recent years, sufficient optimality criteria and solution stability in optimal control have been investigated widely and used in the analysis of discrete numerical methods. These results were concerned mainly with weak local optima, whereas strong optimality has been considered often as a purely theoretical aspect. In this paper, we show via an example problem how “weak” the weak local optimality can be and derive new strong optimality conditions. The criteria are suitable for practical verification and can be applied to the case of discontinuous controls with changes in the set of active constraints.
Keywords: Constrained optimal control problems; weak optimality; strong optimality; sufficient optimality criteria; discontinuous control (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017531530509
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