Abstract
In this article, we study second-order necessary optimality conditions for a discrete optimal control problem with a nonconvex cost function, nonlinear state equations and mixed constraints. In order to achieve these conditions, we first establish an abstract result on the second-order necessary optimality conditions for a mathematical programming problem and then we derive the second-order necessary optimality conditions for a discrete optimal control problem. The main result of this article is illustrated by two examples.
| Original language | English |
|---|---|
| Pages (from-to) | 2250-2281 |
| Number of pages | 32 |
| Journal | Optimal Control Applications and Methods |
| Volume | 41 |
| Issue number | 6 |
| DOIs | |
| State | Published - 1 Nov 2020 |
Bibliographical note
Publisher Copyright:© 2020 John Wiley & Sons, Ltd.
Keywords
- discrete optimal control problems
- first-order optimality condition
- mathematical programming problems
- nonlinear state equation
- second-order optimality condition
ASJC Scopus subject areas
- Control and Systems Engineering
- Software
- Control and Optimization
- Applied Mathematics
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