Second Order Sufficient Conditions for Optimal Control Problems with Non-unique Minimizers: An Abstract Framework
File(s)final_2nd_order_Mar_02_2014.pdf (634.1 KB)
Accepted version
Author(s)
Gavriel, C
Vinter, RB
Type
Journal Article
Abstract
Standard second order sufficient conditions in optimal control theory provide not only the information that an extremum is a weak local minimizer, but also tell us that the extremum is locally unique. It follows that such conditions will never cover problems in which the extremum is continuously embedded in a family of constant cost extrema. Such problems arise in periodic control, when the cost is invariant under time translations, in shape optimization, where the cost is invariant under Euclidean transformations (translations and rotations of the extremal shape), and other areas where the domain of the optimization problem does not really comprise elements in a linear space, but rather an equivalence class of such elements. We supply a set of sufficient conditions for minimizers that are not locally unique, tailored to problems of this nature. The sufficient conditions are in the spirit of earlier conditions for ‘non-isolated’ minima, in the context of general infinite dimensional nonlinear programming problems provided by Bonnans, Ioffe and Shapiro, and require coercivity of the second variation in directions orthogonal to the constant cost set. The emphasis in this paper is on the derivation of directly verifiable sufficient conditions for a narrower class of infinite dimensional optimization problems of special interest. The role of the conditions in providing easy-to-use tests of local optimality of a non-isolated minimum, obtained by numerical methods, is illustrated by an example in optimal control.
Date Issued
2014-04-11
Date Acceptance
2014-04-11
Citation
Applied Mathematics and Optimization, 2014, 70 (3), pp.411-442
ISSN
1432-0606
Publisher
Springer Verlag
Start Page
411
End Page
442
Journal / Book Title
Applied Mathematics and Optimization
Volume
70
Issue
3
Copyright Statement
© Springer Verlag 2014. The final publication is available at Springer via http://dx.doi.org/10.1007/s00245-014-9245-5.
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/G066477/1
Subjects
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
Optimal control
Second order conditions
Second variation
Applied Mathematics
0102 Applied Mathematics
0103 Numerical And Computational Mathematics
Publication Status
Published