Removal of Inequality Constraints in Optimal Control

机译：消除最优控制中的不等式约束

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A successful technique for dealing with constrained minimum problems in finite dimensional spaces has been the removal of constraints through the notions of penalty functions and augmentability. The main idea of this paper is to show how that technique can be generalized to certain optimal control problems involving mixed equality and/or inequality constraints. We provide a brief overview of some of the main ideas related to that theory for constrained minimum problems and introduce a new notion of augmentability in optimal control which yields, without the usual assumption of normality, first and second order necessary conditions for optimality.

机译：解决有限维空间中受约束最小问题的成功技术是通过惩罚函数和可扩充性概念消除约束。本文的主要思想是展示如何将该技术推广到涉及混合等式和/或不等式约束的某些最优控制问题。我们简要概述了与该理论有关的约束最小问题的一些主要思想，并介绍了最优控制中的可扩充性的新概念，该概念在没有通常的正态性假设的情况下得出了最优性的一阶和二阶必要条件。

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《Mathematical methods for information science and economics》|2012年|139-144|共6页
会议地点 Montreux(CH)
作者
JAVIER F ROSENBLUETH;
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作者单位

National Autonomous University of Mexico Institute of Research in Applied Mathematics and Systems Apartado Postal 20-726, Mexico DF 01000 MEXICO;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Augmentability; optimal control problems; equality and/or inequality constraints; normality;

机译：增强能力；最佳控制问题；平等和/或不平等约束；常态;

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专利

1. Optimality conditions for discrete optimal control problems with equality and inequality type of constraints [J] . Boban Marinković Positivity . 2008,第3期

机译：具有约束等式和不等式的离散最优控制问题的最优性条件
2. Optimality conditions for discrete optimal control problems with equality and inequality type of constraints [J] . Marinkovic B Positivity . 2008,第3期

机译：具有约束等式和不等式的离散最优控制问题的最优性条件
3. The optimal feedback control of the linear-quadratic control problem with a control inequality constraint [J] . Yunying Mao, Zeyi Liu Optimal Control Applications and Methods . 2001,第2期

机译：具有控制不等式约束的线性二次控制问题的最优反馈控制
4. Removal of Inequality Constraints in Optimal Control [C] . JAVIER F. ROSENBLUETH WSEAS International Conference on Applied Mathematics . 2013

机译：在最佳控制中删除不等式约束
5. SEQUENTIAL GRADIENT-RESTORATION ALGORITHM FOR OPTIMAL CONTROL PROBLEMS WITH CONTROL INEQUALITY CONSTRAINTS AND GENERAL BOUNDARY CONDITIONS [D] . COKER, ESTELLE MATHILDA 1985

机译：具有控制不等式约束和一般边界条件的最优控制问题的序贯梯度恢复算法
6. Time optimal controls of the linear Fitzhugh–Nagumo equation with pointwise control constraints [O] . Karl Kunisch, Lijuan Wang -1

机译：具有逐点控制约束的线性Fitzhugh–Nagumo方程的时间最优控制
7. Optimal control problems for variational inequalities with controls in coefficients and in unilateral constraints [O] . Igor Bock, Ján Lovíšek 1987

机译：系数控制和单侧约束的变分不等式的最佳控制问题
8. New Necessary Conditions of Optimality for Control Problems with State-Variable Inequality Constraints [R] . Jacobson, D. H., Lele, M. M., Speyer, J. L. 1969

机译：状态变量不等式约束控制问题最优性的新必要条件

Removal of Inequality Constraints in Optimal Control

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