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Sufficient optimality conditions for nonconvex control problems with state constraints
Authors:G Sorger
Institution:(1) Institute for Econometrics, Operations Research, and Systems Theory, University of Technology, Vienna, Austria
Abstract:The sufficient optimality conditions of Zeidan for optimal control problems (Refs. 1 and 2) are generalized such that they are applicable to problems with pure state-variable inequality constraints. We derive conditions which neither assume the concavity of the Hamiltonian nor the quasiconcavity of the constraints. Global as well as local optimality conditions are presented.
Keywords:Optimal control  sufficient conditions  state constraints  nonconvex optimization
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