On the existence of touch points for first-order state inequality constraints

On the existence of touch points for first-order state inequality constraints

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Article ID: iaor19972425
Country: United Kingdom
Volume: 17
Issue: 5
Start Page Number: 357
End Page Number: 366
Publication Date: Dec 1996
Journal: Optimal Control Applications & Methods
Authors: ,
Keywords: optimization
Abstract:

The appearance of touch points in state-constrained optimal control problems with general vector-valued control is studied. Under the assumption that the Hamiltonian is regular, touch points for first-order state inequalities are shown to exist only under very special conditions. In many cases of practical importance these conditions can be used to exclude touch points a priori without solving an optimal control problem. The results are demonstrated on a simple example.

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