| Full text | |
| Author(s): |
Andreani, Roberto
;
Ascona, John Frank Matos
;
de Oliveira, Valeriano Antunes
Total Authors: 3
|
| Document type: | Journal article |
| Source: | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; v. 203, n. 1, p. 38-pg., 2024-09-10. |
| Abstract | |
In this study, first-order necessary optimality conditions, in the form of a weak maximum principle, are derived for discrete optimal control problems with mixed equality and inequality constraints. Such conditions are achieved by using the Dubovitskii-Milyutin formalism approach. Nondegenerate conditions are obtained under the constant rank of the subspace component (CRSC) constraint qualification, which is an important generalization of both the Mangasarian-Fromovitz and constant rank constraint qualifications. Beyond its theoretical significance, CRSC has practical importance because it is closely related to the formulation of optimization algorithms. In addition, an instance of a discrete optimal control problem is presented in which CRSC holds while other stronger regularity conditions do not. (AU) | |
| FAPESP's process: | 22/16005-0 - Asymptotic optimality conditions in optimal control |
| Grantee: | Valeriano Antunes de Oliveira |
| Support Opportunities: | Regular Research Grants |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |