{"title":"一类具有不等式控制约束的最优控制问题的弱局部极小值的二阶充分条件","authors":"N. Osmolovskii","doi":"10.2478/candc-2022-0012","DOIUrl":null,"url":null,"abstract":"Abstract This paper is devoted to a sufficient second-order condition for a weak local minimum in a simple optimal control problem with one control constraint G(u) ≤ 0, given by a C2-function. A similar second-order condition was obtained earlier by the author for a strong minimum in a much more general problem. In the present paper, we would like to take a narrower perspective than before and thus provide shorter and simpler proofs. In addition, the paper uses the first and second order tangents to the set U, defined by the inequality G(u) ≤ 0. The main difficulty of the proof, clearly shown in the paper, refers to the set, where the gradient Hu of the Hamiltonian is small, but the condition of quadratic growth of the Hamiltonian is satisfied. The paper can be valuable for self-explanation and provides a basis for extensions.","PeriodicalId":55209,"journal":{"name":"Control and Cybernetics","volume":"51 1","pages":"151 - 169"},"PeriodicalIF":0.0000,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A second-order sufficient condition for a weak local minimum in an optimal control problem with an inequality control constraint\",\"authors\":\"N. Osmolovskii\",\"doi\":\"10.2478/candc-2022-0012\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract This paper is devoted to a sufficient second-order condition for a weak local minimum in a simple optimal control problem with one control constraint G(u) ≤ 0, given by a C2-function. A similar second-order condition was obtained earlier by the author for a strong minimum in a much more general problem. In the present paper, we would like to take a narrower perspective than before and thus provide shorter and simpler proofs. In addition, the paper uses the first and second order tangents to the set U, defined by the inequality G(u) ≤ 0. The main difficulty of the proof, clearly shown in the paper, refers to the set, where the gradient Hu of the Hamiltonian is small, but the condition of quadratic growth of the Hamiltonian is satisfied. The paper can be valuable for self-explanation and provides a basis for extensions.\",\"PeriodicalId\":55209,\"journal\":{\"name\":\"Control and Cybernetics\",\"volume\":\"51 1\",\"pages\":\"151 - 169\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Control and Cybernetics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2478/candc-2022-0012\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Engineering\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Control and Cybernetics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2478/candc-2022-0012","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Engineering","Score":null,"Total":0}
A second-order sufficient condition for a weak local minimum in an optimal control problem with an inequality control constraint
Abstract This paper is devoted to a sufficient second-order condition for a weak local minimum in a simple optimal control problem with one control constraint G(u) ≤ 0, given by a C2-function. A similar second-order condition was obtained earlier by the author for a strong minimum in a much more general problem. In the present paper, we would like to take a narrower perspective than before and thus provide shorter and simpler proofs. In addition, the paper uses the first and second order tangents to the set U, defined by the inequality G(u) ≤ 0. The main difficulty of the proof, clearly shown in the paper, refers to the set, where the gradient Hu of the Hamiltonian is small, but the condition of quadratic growth of the Hamiltonian is satisfied. The paper can be valuable for self-explanation and provides a basis for extensions.
期刊介绍:
The field of interest covers general concepts, theories, methods and techniques associated with analysis, modelling, control and management in various systems (e.g. technological, economic, ecological, social). The journal is particularly interested in results in the following areas of research:
Systems and control theory:
general systems theory,
optimal cotrol,
optimization theory,
data analysis, learning, artificial intelligence,
modelling & identification,
game theory, multicriteria optimisation, decision and negotiation methods,
soft approaches: stochastic and fuzzy methods,
computer science,