Negative second variations for problems with inequality control constraints

机译：具有不等式控制约束的问题的负二次方差

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In this paper we consider an optimal control problem posed over piecewise continuous controls and involving equality and/or inequality constraints in the control. It is well-known that, under strong normality assumptions, a certain quadratic form is nonnegative on a convex set of differentially admissible variations. We provide several examples illustrating the fact that, without assuming strong normality of a solution to the problem in hand, the result may fail to hold on the former and larger sets of admissible variations.

机译：在本文中，我们考虑了最优控制问题，该问题存在于分段连续控制上，并且涉及控制中的相等和/或不平等约束。众所周知，在强正态性假设下，某个二次形式在一组微分可容许变化的凸集上是非负的。我们提供了几个示例，说明了一个事实，即如果不假设对问题的解决方案具有很强的常态性，则结果可能无法保留先前的和较大的可接受变化集。

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来源
《Mathematical methods for information science and economics》|2012年|150-155|共6页
会议地点 Montreux(CH)
作者
JAVIER F ROSENBLUETH; GERARDO SANCHEZ LICEA;
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作者单位

National Autonomous University of Mexico IIMAS-Department of Mathematical Physics Apartado Postal 20-726, Mexico DF 01000 MEXICO;

National Autonomous University of Mexico Faculty of Sciences Av Universidad 3000, Mexico DF 04510 MEXICO;

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原文格式 PDF
正文语种 eng
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关键词
Optimal control; second order conditions; equality and/or inequality constraints; normality;

机译：最佳控制；二阶条件；平等和/或不平等约束；常态;

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Negative second variations for problems with inequality control constraints

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