×

On a few questions regarding the study of state-constrained problems in optimal control. (English) Zbl 1412.49046

Authors’ abstract: The article is focused on the investigation of the necessary optimality conditions in the form of Pontryagin’s maximum principle for optimal control problems with state constraints. A number of results on this topic, which refine the existing ones, are presented. These results concern the nondegenerate maximum principle under weakened controllability assumptions and also the continuity of the measure Lagrange multiplier.

MSC:

49K15 Optimality conditions for problems involving ordinary differential equations
93B05 Controllability
Full Text: DOI

References:

[1] Pontryagin, L.S., Boltyanskii, V.G., Gamkrelidze, R.V., Mishchenko, E.F.: The Mathematical Theory of Optimal Processes. Interscience, New York (1962) · Zbl 0102.32001
[2] Gamkrelidze, R.V.: Optimum-rate processes with bounded phase coordinates. Dokl. Akad. Nauk SSSR 125, 475-478 (1959) · Zbl 0090.30801
[3] Warga, J.: Minimizing variational curves restricted to a preassigned set. Trans. Am. Math. Soc. 112, 432-455 (1964) · Zbl 0129.07403 · doi:10.1090/S0002-9947-1964-0164840-1
[4] Dubovitskii, A.Y., Milyutin, A.A.: Extremum problems in the presence of restrictions. Zh. Vychisl. Mat. Mat. Fiz. 5(3), 395-453 (1965); U.S.S.R. Comput. Math. Math. Phys. 5(3), 1-80 (1965) · Zbl 0158.33504
[5] Neustadt, L.W.: An abstract variational theory with applications to a broad class of optimization problems. II: Applications. SIAM J. Control 5, 90-137 (1967) · Zbl 0172.12903 · doi:10.1137/0305007
[6] Arutyunov, A.V., Tynyanskiy, N.T.: The maximum principle in a problem with phase constraints. Sov. J. Comput. Syst. Sci. 23, 28-35 (1985) · Zbl 0591.49010
[7] Arutyunov, A.V.: On necessary optimality conditions in a problem with phase constraints. Sov. Math. Dokl. 31, 1 (1985) · Zbl 0597.49018
[8] Dubovitskii, A.Y., Dubovitskii, V.A.: Necessary conditions for strong minimum in optimal control problems with degeneration of endpoint and phase constraints. Usp. Mat. Nauk 40, 2 (1985) · Zbl 0602.49014
[9] Arutyunov, A.V.: Perturbations of extremal problems with constraints and necessary optimality conditions. J. Sov. Math. 54, 6 (1991) · Zbl 0726.49015 · doi:10.1007/BF01373649
[10] Arutyunov, A.V., Blagodatskikh, V.I.: Maximum-principle for differential inclusions with space constraints, Number theory, algebra, analysis and their applications. Collection of articles. Dedicated to the centenary of Ivan Matveevich Vinogradov, Trudy Mat. Inst. Steklov., vol. 200, Nauka, Moscow (1991); Proc. Steklov Inst. Math., 200 (1993) · Zbl 0823.49015
[11] Arutyunov, A.V., Aseev, S.M., Blagodatskikh, V.I.: First-order necessary conditions in the problem of optimal control of a differential inclusion with phase constraints. Math. Sb. 184, 6 (1993) · Zbl 0834.49013
[12] Vinter, R.B., Ferreira, M.M.A.: When is the maximum principle for state constrained problems nondegenerate? J. Math. Anal. Appl. 187, 438-467 (1994) · Zbl 0823.49003 · doi:10.1006/jmaa.1994.1366
[13] Arutyunov, A.V., Aseev, S.M.: State constraints in optimal control. The degeneracy phenomenon. Syst. Control Lett. 26, 267-273 (1995) · Zbl 0873.49015 · doi:10.1016/0167-6911(95)00021-Z
[14] Arutyunov, A.V., Aseev, S.M.: Investigation of the degeneracy phenomenon of the maximum principle for optimal control problems with state constraints. SIAM J. Control Optim. 35, 3 (1997) · Zbl 0873.49014 · doi:10.1137/S036301299426996X
[15] Ferreira, M.M.A., Fontes, F.A.C.C., Vinter, R.B.: Non-degenerate necessary conditions for nonconvex optimal control problems with state constraints. J. Math. Anal. Appl. 233, 116-129 (1999) · Zbl 0931.49015 · doi:10.1006/jmaa.1999.6270
[16] Hager, W.W.: Lipschitz continuity for constrained processes. SIAM J. Control Optim. 17, 321-338 (1979) · Zbl 0426.90083 · doi:10.1137/0317026
[17] Maurer, H.: Differential stability in optimal control problems. Appl. Math. Optim. 5(1), 283-295 (1979) · Zbl 0428.49029 · doi:10.1007/BF01442559
[18] Afanas’ev, A.P., Dikusar, V.V., Milyutin, A.A., Chukanov, S.A.: Necessary condition in optimal control. Nauka, Moscow (1990). [in Russian] · Zbl 0724.49014
[19] Galbraith, G.N., Vinter, R.B.: Lipschitz continuity of optimal controls for state constrained problems. SIAM J. Control Optim. 42, 5 (2003) · Zbl 1048.49026 · doi:10.1137/S0363012902404711
[20] Arutyunov, A.V.: Properties of the Lagrange multipliers in the Pontryagin maximum principle for optimal control problems with state constraints. Differ. Equ. 48, 12 (2012) · Zbl 1260.49026 · doi:10.1134/S0012266112120051
[21] Arutyunov, A.V., Karamzin, D.Y.: On some continuity properties of the measure Lagrange multiplier from the maximum principle for state constrained problems. SIAM J. Control Optim. 53, 4 (2015) · Zbl 1342.49057 · doi:10.1137/140981368
[22] Halkin, H.: A satisfactory treatment of equality and operator constraints in the Dubovitskii-Milyutin optimization formalism. J. Optim. Theory Appl. 6, 2 (1970) · Zbl 0185.24201 · doi:10.1007/BF00927047
[23] Ioffe, A.D., Tikhomirov, V.M.: Theory of Extremal Problems. North-Holland, Amsterdam (1979) · Zbl 0407.90051
[24] Arutyunov, A.V.: Optimality Conditions: Abnormal and Degenerate Problems Mathematics and Its Application. Kluwer Academic Publisher, Dordrecht (2000) · Zbl 0987.49001
[25] Vinter, R.B.: Optimal Control. Birkhauser, Boston (2000) · Zbl 0952.49001
[26] Milyutin, A.A.: Maximum Principle in a General Optimal Control Problem. Fizmatlit, Moscow (2001). [in Russian]
[27] Arutyunov, A.V., Karamzin, D.Y., Pereira, F.L.: The maximum principle for optimal control problems with state constraints by R.V. Gamkrelidze: revisited. J. Optim. Theory Appl. 149, 474-493 (2011) · Zbl 1221.49026 · doi:10.1007/s10957-011-9807-5
[28] Vinter, R.B., Papas, G.: A maximum principle for nonsmooth optimal control problems with state constraints. J. Math. Anal. Appl. 89, 212-232 (1982) · Zbl 0519.49011 · doi:10.1016/0022-247X(82)90099-3
[29] Clarke, F.H.: Optimization and Nonsmooth Analysis. Wiley-Interscience, New York (1983) · Zbl 0582.49001
[30] Ioffe, A.D.: Necessary conditions in nonsmooth optimization. Math. Oper. Res. 9, 159-189 (1984) · Zbl 0548.90088 · doi:10.1287/moor.9.2.159
[31] Colombo, G., Henrion, R., Hoang, N.D., Mordukhovich, B.S.: Discrete approximations of a controlled sweeping process. Set-Valued Var. Anal. 23(1), 69-86 (2015) · Zbl 1312.49015 · doi:10.1007/s11228-014-0299-y
[32] Colombo, G., Henrion, R., Nguyen, D.H., Mordukhovich, B.S.: Optimal control of the sweeping process over polyhedral controlled sets. J. Differ. Equ. 260, 4 (2016) · Zbl 1334.49070 · doi:10.1016/j.jde.2015.10.039
[33] Cao, T.H., Mordukhovich, B.S.: Optimality conditions for a controlled sweeping process with applications to the crowd motion model. Discret. Contin. Dyn. Syst. Ser. B 22, 2 (2017) · Zbl 1364.49035
[34] Bryson, E.R., Yu-Chi, Ho: Applied Optimal Control. Taylor & Francis, London (1969)
[35] Betts, J.T., Huffman, W.P.: Path-constrained trajectory optimization using sparse sequential quadratic programming. J. Guid. Control Dyn. 16(1), 59-68 (1993) · Zbl 0781.49019 · doi:10.2514/3.11428
[36] Buskens, C., Maurer, H.: SQP-methods for solving optimal control problems with control and state constraints: adjoint variables, sensitivity analysis and real-time control. J. Comput. Appl. Math. 120, 85-108 (2000) · Zbl 0963.65070 · doi:10.1016/S0377-0427(00)00305-8
[37] Haberkorn, T., Trelat, E.: Convergence results for smooth regularizations of hybrid nonlinear optimal control problems. SIAM J. Control Optim. 49, 1498-1522 (2011) · Zbl 1232.49004 · doi:10.1137/100809209
[38] Dang, T.P., Diveev, A.I., Sofronova, E.A.: A Problem of Identification Control Synthesis for Mobile Robot by the Network Operator Method. Proceedings of the 11th IEEE Conference on Industrial Electronics and Applications (ICIEA), pp. 2413-2418 (2016)
[39] Zeiaee, A., Soltani-Zarrin, R., Fontes, F.A.C.C., Langari, R.: Constrained directions method for stabilization of mobile robots with input and state constraints. Proceedings of the American Control Conference, pp. 3706-3711 (2017)
[40] Mordukhovich, B.S.: Maximum principle in the problem of time optimal response with nonsmooth constraints. J. Appl. Math. Mech. 40(6), 960-969 (1976) · Zbl 0362.49017 · doi:10.1016/0021-8928(76)90136-2
[41] Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation. Volume II. Applications. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer, Berlin (2006)
[42] Arutyunov, A.V., Vinter, R.B.: A simple ’finite approximations’ proof of the Pontryagin maximum principle under reduced differentiability hypotheses. Set-Valued Anal. 12(1-2), 5-24 (2004) · Zbl 1046.49014 · doi:10.1023/B:SVAN.0000023406.16145.a8
[43] Arutyunov, A.V., Karamzin, D.Y., Pereira, F.L.: Investigation of controllability and regularity conditions for state constrained problems. IFAC-PapersOnLine 50(1), 6295-6302 (2017) · doi:10.1016/j.ifacol.2017.08.890
[44] Arutyunov, A.V., Karamzin, D.Y.: Properties of extremals in optimal control problems with state constraints. Differ. Equ. 52, 11 (2016) · Zbl 1402.49016 · doi:10.1134/S0012266116110033
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.