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 | |
| 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