Optimal Control of Differential–Algebraic Equations of Higher Index, Part 2: Necessary Optimality Conditions

R. Pytlak ()
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R. Pytlak: Military University of Technology

Journal of Optimization Theory and Applications, 2007, vol. 134, issue 1, No 6, 77-90

Abstract: Abstract This paper deals with optimal control problems described by higher index DAEs. We introduce a class of problems which can be transformed to index one control problems. For these problems we show in the accompanying paper that, if the solutions to the adjoint equations are well–defined, then the first-order approximations to the functionals defining the problem can be expressed in terms of the adjoint variables. In this paper we show that the solutions to the adjoint equations are essentially bounded measurable functions. Then, based on the first order approximations, we derive the necessary optimality conditions for the considered class of control problems. These conditions do not require the transformation of the DAEs to index-one system; however, higher-index DAEs and their associated adjoint equations have to be solved.

Keywords: Optimal control problems; Necessary optimality conditions; Implicit systems; State-constrained control problems (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10957-007-9195-z

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