Optimality conditions for optimal control problems with mixed constraints

Author(s)

Jamielli Tomaz Pereira

• Document type: Master's Dissertation
• Press: Campinas, SP.
• Institution: Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica
• Defense date: 2016-02-26

Examining board members

Roberto Andreani; Paulo José da Silva e Silva; Geraldo Nunes Silva

• Advisor: Roberto Andreani; Valeriano Antunes de Oliveira

Abstract

The main objective in this master¿s thesis is the study of necessary optimality conditions for optimal control problems with equality and inequality constraints, the celebrated Pontryagin Maximum Principle. The constraints to be considered are mixed type, involving both the state and control variables. The maximum principle has been studied in the nonsmooth setting, the limiting (Mordukhovich) subdifferential and the Clarke¿s subdifferential has been used. The necessary optimality conditions are obtained under constraint qualifications of Mangasarian-Fromovitz type (AU)

• FAPESP's process: 14/02028-2 - Optimality conditions for optimal control problems with mixed constraints
• Grantee: Jamielli Tomaz Pereira
• Support Opportunities: Scholarships in Brazil - Master