Optimal Control Problems with Mixed and Pure State Constraints
File(s)Mixed(Revised1)1_4_16.pdf (354.27 KB)
Accepted version
Author(s)
Vinter, RB
Boccia, A
Pinho, M
Type
Journal Article
Abstract
This paper provides necessary conditions of optimality for optimal control problems, in which
the pathwise constraints comprise both ‘pure’ constraints on the state variable and also ‘mixed’
constraints on control and state variables. The proofs are along the lines of earlier analysis for
mixed constraint problems, according to which Clarke’s theory of ‘stratified’ necessary conditions is
applied to a modified optimal control problem resulting from absorbing the mixed constraint into the
dynamics; the difference here is that necessary conditions which now take account of the presence
of pure state constraints are applied to the modified problem. Necessary conditions are given for a
rather general formulation of the problem containing both forms of the constraints, and then these
are specialized to apply to problems having special structure. While combined pure state and mixed
control/state problems have been previously treated in the literature, the necessary conditions in this
paper are proved under less restrictive hypotheses and for novel formulations of the constraints.
the pathwise constraints comprise both ‘pure’ constraints on the state variable and also ‘mixed’
constraints on control and state variables. The proofs are along the lines of earlier analysis for
mixed constraint problems, according to which Clarke’s theory of ‘stratified’ necessary conditions is
applied to a modified optimal control problem resulting from absorbing the mixed constraint into the
dynamics; the difference here is that necessary conditions which now take account of the presence
of pure state constraints are applied to the modified problem. Necessary conditions are given for a
rather general formulation of the problem containing both forms of the constraints, and then these
are specialized to apply to problems having special structure. While combined pure state and mixed
control/state problems have been previously treated in the literature, the necessary conditions in this
paper are proved under less restrictive hypotheses and for novel formulations of the constraints.
Date Issued
2016-11-22
Date Acceptance
2016-04-01
Citation
SIAM Journal on Control and Optimization, 2016, 54 (6), pp.3061-3083
ISSN
0363-0129
Publisher
Society for Industrial and Applied Mathematics
Start Page
3061
End Page
3083
Journal / Book Title
SIAM Journal on Control and Optimization
Volume
54
Issue
6
Copyright Statement
Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.
Sponsor
Commission of the European Communities
Grant Number
PITN-GA-2010-264735
Subjects
Science & Technology
Technology
Physical Sciences
Automation & Control Systems
Mathematics, Applied
Mathematics
optimal control
maximum principle
state constraints
nonsmooth analysis
MAXIMUM PRINCIPLE
EQUALITY
0102 Applied Mathematics
0906 Electrical And Electronic Engineering
0913 Mechanical Engineering
Industrial Engineering & Automation
Publication Status
Published
Date Publish Online
2016-11-22