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A Weak Maximum Principle for Discrete Optimal Control Problems with Mixed Constraints

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Autor(es):
Andreani, Roberto ; Ascona, John Frank Matos ; de Oliveira, Valeriano Antunes
Número total de Autores: 3
Tipo de documento: Artigo Científico
Fonte: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; v. 203, n. 1, p. 38-pg., 2024-09-10.
Resumo

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)

Processo FAPESP: 22/16005-0 - Condições de otimalidade assintóticas em controle ótimo
Beneficiário:Valeriano Antunes de Oliveira
Modalidade de apoio: Auxílio à Pesquisa - Regular
Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
Beneficiário:Francisco Louzada Neto
Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs