A maximum principle for optimal control problems with equality and inequality constraints

2002 ◽  
Author(s):  
M.R. De Pinho
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Optimal Control Problems ◽  
Inequality Constraints ◽  
Control Problems ◽  
Equality And Inequality Constraints

A weak maximum principle for optimal control problems with mixed constraints under a constant rank condition

2020 ◽  
Vol 37 (3) ◽  
pp. 1021-1047
Author(s):  
Roberto Andreani ◽  
Valeriano Antunes de Oliveira ◽  
Jamielli Tomaz Pereira ◽  
Geraldo Nunes Silva
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Optimal Control Problems ◽  
Necessary Optimality Conditions ◽  
Inequality Constraints ◽  
Equality Constraints ◽  
Control Problems ◽  
Constant Rank ◽  
Rank Condition ◽  
Weak Maximum Principle

Abstract Necessary optimality conditions for optimal control problems with mixed state-control equality constraints are obtained. The necessary conditions are given in the form of a weak maximum principle and are obtained under (i) a new regularity condition for problems with mixed linear equality constraints and (ii) a constant rank type condition for the general non-linear case. Some instances of problems with equality and inequality constraints are also covered. Illustrative examples are presented.

scholarly journals Necessary optimality conditions for minimax optimal control problems with mixed constraints

2021 ◽  
Author(s):  
Paola Patzi Aquino ◽  
Maria do Rosario de Pinho ◽  
Geraldo Nunes Silva
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Optimal Control Problems ◽  
Necessary Optimality Conditions ◽  
Inequality Constraints ◽  
Control Problems ◽  
Parameter Uncertainties ◽  
Minimax Optimal Control ◽  
Minimax Optimal Control Problems ◽  
Equality And Inequality Constraints

A weak maximal principle for minimax optimal control problems with mixed state-control equality and inequality constraints is provided. In the formulation of the minimax control problem we allow for parameter uncertainties in all functions involved: in the cost function, in the dynamical control system and in the equality and inequality constraints. Then a new constraint qualification of Mangassarian-Fromovitz type is introduced which allowed us to prove the necessary conditions of optimality. We also derived the optimality conditions under a full rank conditions type and showed that it is, as usual, a particular case of the Mangassarian-Fromovitz type condition case. Illustrative examples are presented.

A Transformation Method With Two Parameters for Constrained Optimal Control Problems

1978 ◽  
Vol 100 (2) ◽  
pp. 124-131 ◽  
Author(s):  
S. Fujii ◽  
H. Fujimoto
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Inequality Constraints ◽  
Inequality Constraint ◽  
Transformation Method ◽  
Control Problems ◽  
Basic Algorithm ◽  
Constrained Optimal Control ◽  
Equality And Inequality Constraints ◽  
Two Parameters

A transformation method with two parameters is described which can be applied to nonconvex optimal control problems with constraints, does not present numerical difficulties, and has a rapid convergence rate. The basic algorithm of the method is summarized for optimal control problems with equality and inequality constraints, the function of the parameters in the method is considered, one modified algorithm is proposed, and its theoretical results are proved. Finally, the method is applied successfully to both convex and nonconvex optimal control problems with a state inequality constraint.

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