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Transformation of Quadratic Forms to Perfect Squares for Broken Extremals
Authors:Nikolai P. Osmolovskii and Frank Lempio
Affiliation:(1) Department of Applied Mathematics, Moscow State Civil University (MISI), Jaroslavskoe str. 26, 129337 Moscow, Russia;(2) University of Bayreuth, D-95440 Bayreuth, Germany
Abstract:
In this paper we study a quadratic form which corresponds to an extremal with piecewise continuous control in variational problems. This form, compared with the classical one, has some new terms connected with the set THgr of all points of discontinuity of the control. Its positive definiteness is a sufficient optimality condition for broken extremals. We show that if there exists a solution to corresponding Riccati equation satisfying some jump condition at each point of the set THgr, then the quadratic form can be transformed to a perfect square, just as in the classical case. As a result we obtain sufficient conditions for positive definiteness of the quadratic form in terms of the Riccati equation and hence, sufficient optimality conditions for broken extremals.
Keywords:broken extremals  perfect squares  Riccati equation  sufficient optimality conditions
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