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Optimality Conditions for Nonregular Optimal Control Problems and Duality

  • Universidad Católica de la Santísima Concepción
  • University of Seville
  • Universidad Pablo de Olavide

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

We define a new class of optimal control problems and show that this class is the largest one of control problems where every admissible process that satisfies the Extended Pontryaguin Maximum Principle is an optimal solution of nonregular optimal control problems. In this class of problems the local and global minimum coincide. A dual problem is also proposed, which may be seen as a generalization of the Mond–Weir-type dual problem, and it is shown that the 2-invexity notion is a necessary and sufficient condition to establish weak, strong, and converse duality results between a nonregular optimal control problem and its dual problem. We also present an example to illustrate our results.

Original languageEnglish
Pages (from-to)361-382
Number of pages22
JournalNumerical Functional Analysis and Optimization
Volume39
Issue number3
DOIs
StatePublished - 17 Feb 2018

Keywords

  • Control problem
  • nonregular problems
  • optimality condition

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