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A second-order sufficient condition for a weak local minimum in an optimal control problem with an inequality control constraint Cover

A second-order sufficient condition for a weak local minimum in an optimal control problem with an inequality control constraint

Open Access
|Aug 2022

Abstract

This paper is devoted to a sufficient second-order condition for a weak local minimum in a simple optimal control problem with one control constraint G(u) ≤ 0, given by a C2-function. A similar second-order condition was obtained earlier by the author for a strong minimum in a much more general problem. In the present paper, we would like to take a narrower perspective than before and thus provide shorter and simpler proofs. In addition, the paper uses the first and second order tangents to the set U, defined by the inequality G(u) ≤ 0. The main difficulty of the proof, clearly shown in the paper, refers to the set, where the gradient Hu of the Hamiltonian is small, but the condition of quadratic growth of the Hamiltonian is satisfied. The paper can be valuable for self-explanation and provides a basis for extensions.

DOI: https://doi.org/10.2478/candc-2022-0012 | Journal eISSN: 2720-4278 | Journal ISSN: 0324-8569
Language: English
Page range: 151 - 169
Submitted on: Feb 1, 2022
Accepted on: Apr 1, 2022
Published on: Aug 12, 2022
Published by: Systems Research Institute Polish Academy of Sciences
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2022 Nikolai P. Osmolovskii, published by Systems Research Institute Polish Academy of Sciences
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.