First order conditions for nonsmooth discretized constrained optimal control problems

Xiaojun Chen

doi:10.1137/S0363012902414160

First order conditions for nonsmooth discretized constrained optimal control problems

Xiaojun Chen

Research output: Journal article publication › Journal article › Academic research › peer-review

10 Citations (Scopus)

Abstract

This paper studies first order conditions (Karush-Kuhn-Tucker conditions) for discretized optimal control problems with nonsmooth constraints. We present a simple condition which can be used to verify that a local optimal point satisfies the first order conditions and that a point satisfying the first order conditions is a global or local optimal solution of the optimal control problem.

Original language	English
Pages (from-to)	2004-2015
Number of pages	12
Journal	SIAM Journal on Control and Optimization
Volume	42
Issue number	6
DOIs	https://doi.org/10.1137/S0363012902414160
Publication status	Published - 22 Dec 2004
Externally published	Yes

Keywords

Discretization
First order condition
Nonsmooth
Optimal control

ASJC Scopus subject areas

General Mathematics
Applied Mathematics
Control and Optimization

More information

10.1137/S0363012902414160

Cite this

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AB - This paper studies first order conditions (Karush-Kuhn-Tucker conditions) for discretized optimal control problems with nonsmooth constraints. We present a simple condition which can be used to verify that a local optimal point satisfies the first order conditions and that a point satisfying the first order conditions is a global or local optimal solution of the optimal control problem.

KW - Discretization

KW - First order condition

KW - Nonsmooth

KW - Optimal control

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M3 - Journal article

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JO - SIAM Journal on Control and Optimization

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IS - 6

ER -

First order conditions for nonsmooth discretized constrained optimal control problems

Abstract

Keywords

ASJC Scopus subject areas

More information

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