唯一性假设下最优控制的可允许方向

Q3 Mathematics
J. F. Rosenblueth
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引用次数: 0

摘要

众所周知,对于涉及相等和不相等约束条件的数学程序设计问题,与局部解相关的拉格朗日乘数的唯一性意味着,在某些平稳性假设下,二阶必要最优条件。这些条件在一组临界方向上成立,这些临界方向由满足约束条件的点定义,最小化函数和标准拉格朗日重合。对于最优控制问题,乘数唯一性和二阶条件之间似乎还没有建立起类似的联系。本文提供了这方面的一些结果。特别是,我们研究并完全解决了一个自然猜想,在唯一性假设下,该猜想提供了可容许方向的经典锥体上的非负二阶变化。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Admissible Directions in Optimal Control Under Uniqueness Assumptions
It is well-known that, for a mathematical programming problem involving equality and inequality constraints, the uniqueness of a Lagrange multiplier associated with a local solution implies, under certain smoothness assumptions, second order necessary optimality conditions. Those conditions hold on a set of critical directions defined by those points satisfying the constraints and for which the minimizing function and the standard Lagrangian coincide. No similar links between uniqueness of multipliers and second order conditions seem to have been established for optimal control problems. In this paper, we provide some results in this direction. In particular, we study and completely solve a natural conjecture which provides, under uniqueness assumptions, nonnegative second variations on a classical cone of admissible directions.
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来源期刊
WSEAS Transactions on Systems and Control
WSEAS Transactions on Systems and Control Mathematics-Control and Optimization
CiteScore
1.80
自引率
0.00%
发文量
49
期刊介绍: WSEAS Transactions on Systems and Control publishes original research papers relating to systems theory and automatic control. We aim to bring important work to a wide international audience and therefore only publish papers of exceptional scientific value that advance our understanding of these particular areas. The research presented must transcend the limits of case studies, while both experimental and theoretical studies are accepted. It is a multi-disciplinary journal and therefore its content mirrors the diverse interests and approaches of scholars involved with systems theory, dynamical systems, linear and non-linear control, intelligent control, robotics and related areas. We also welcome scholarly contributions from officials with government agencies, international agencies, and non-governmental organizations.
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