A maximum principle for optimal control problems with mixed constraints |
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| Authors: | De Pinho, M. D. R. Vinter, R. B. Zheng, H. |
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| Affiliation: | 1 Departamento de Engenharia Electrotécnica e de Computadores, Faculdade de Engenharia da Universidade do Porto, 4099 Porto Codex, Portugal 2 Centre for Process Systems Engineering and Department of Electrical and Electronic Engineering, Imperial College of Science, Technology and Medicine, London SW7 2BY, UK 3 Department of Business Studies, Edinburgh University, 50 George Street, Edinburgh EH8 9JY, UK |
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| Abstract: | ![]()
Necessary conditions in the form of maximum principles are derivedfor optimal control problems with mixed control and state constraints.Traditionally, necessary condtions for problems with mixed constraintshave been proved under hypothesis which include the requirementthat the Jacobian of the mixed constraint functional, with respectto the control variable, have full rank. We show that it canbe replaced by a weaker interiority hypothesis.This refinement broadens the scope of the optimality conditions,to cover some optimal control problems involving differentialalgebraic constraints, with index greater than unity. |
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| Keywords: | optimal control maximum principle mixed constraints differential algebraic equations. |
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