Free end-time optimal control problems: Conditions for the absence of an infimum gap
File(s)Free-end-time-optimal-control-problems.pdf (234.79 KB)
Published version
Author(s)
Vinter, Richard B
Type
Journal Article
Abstract
This paper concerns free end-time optimal control problems, in which the dynamic constraint takes the form of a controlled differential inclusion. Such problems may fail to have a minimizer. Relaxation is a procedure for enlarging the domain of an optimization problem to guarantee existence of a minimizer. In the context of problems studied here, the standard relaxation procedure involves replacing the velocity sets in the original problem by their convex hulls. It is desirable that the original and relaxed versions of the problem have the same infimum cost. For then we can obtain a sub-optimal state trajectory, by obtaining a solution to the relaxed problem and approximating it. It is important, therefore, to investigate when the infimum costs of the two problems are the same; for otherwise the above strategy for generating sub-optimal state trajectories breaks down. We explore the relation between the existence of an infimum gap and abnormality of necessary conditions for the free-time problem. Such relations can translate into verifiable hypotheses excluding the existence of an infimum gap. Links between existence of an infimum gap and normality have previously been explored for fixed end-time problems. This paper establishes, for the first time, such links for free end-time problems.
Date Issued
2019-09-01
Date Acceptance
2019-06-02
Citation
Vietnam Journal of Mathematics, 2019, 47 (3), pp.757-768
ISSN
0866-7179
Publisher
Springer Verlag
Start Page
757
End Page
768
Journal / Book Title
Vietnam Journal of Mathematics
Volume
47
Issue
3
Copyright Statement
© 2019 The Author(s). This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000482237000016&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Physical Sciences
Mathematics
Necessary conditions
Optimal control
Ordinary differential equations
State constraints
Primary 49N
49K
CONTROLLABILITY
Publication Status
Published
Date Publish Online
2019-08-01