Sufficient optimality conditions for nonconvex control problems with state constraints |
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Authors: | G Sorger |
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Institution: | (1) Institute for Econometrics, Operations Research, and Systems Theory, University of Technology, Vienna, Austria |
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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. |
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Keywords: | Optimal control sufficient conditions state constraints nonconvex optimization |
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