{"title":"唯一性假设下最优控制的可允许方向","authors":"J. F. Rosenblueth","doi":"10.37394/23203.2023.18.40","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":39422,"journal":{"name":"WSEAS Transactions on Systems and Control","volume":"32 5","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Admissible Directions in Optimal Control Under Uniqueness Assumptions\",\"authors\":\"J. F. Rosenblueth\",\"doi\":\"10.37394/23203.2023.18.40\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":39422,\"journal\":{\"name\":\"WSEAS Transactions on Systems and Control\",\"volume\":\"32 5\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-11-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"WSEAS Transactions on Systems and Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.37394/23203.2023.18.40\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"WSEAS Transactions on Systems and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37394/23203.2023.18.40","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
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.
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.