Abstract
In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with a nonconvex cost function and control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order optimality conditions for a discrete optimal control problem.
| Original language | English |
|---|---|
| Pages (from-to) | 812-836 |
| Number of pages | 25 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 165 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Jun 2015 |
Bibliographical note
Publisher Copyright:© 2014, Springer Science+Business Media New York.
Keywords
- Control constraints
- Discrete optimal control problems
- First-order optimality conditions
- Second-order optimality conditions
ASJC Scopus subject areas
- Management Science and Operations Research
- Control and Optimization
- Applied Mathematics