Optimality conditions for state constrained nonlinear control problems

Optimality conditions for state constrained nonlinear control problems

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Article ID: iaor19961502
Country: Germany
Volume: 42
Issue: 2
Start Page Number: 129
End Page Number: 160
Publication Date: Sep 1995
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Keywords: programming: nonlinear
Abstract:

The problem of optimal control of nonlinear control and state constrained control problems, where the state constraint may involve differential operators and th4 cost functionals may be nonsmooth, is studied. For this class of problems, necessary optimality conditions using techniques from infinite dimensional optimization theory adapted to the framework of control problems are derived. It is shown that the underlying structure admits a considerable relaxation of the classical constraint qualifications. The theory then is applied to examples of various nonlinear elliptic equations and state constraints.

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