Article ID: | iaor20163243 |
Volume: | 37 |
Issue: | 5 |
Start Page Number: | 1056 |
End Page Number: | 1073 |
Publication Date: | Sep 2016 |
Journal: | Optimal Control Applications and Methods |
Authors: | Hochma Gal, Margaliot Michael |
Keywords: | optimization, matrices |
We consider a continuous‐time positive bilinear control system, which is a bilinear control system with Metzler matrices. The positive orthant is an invariant set of such a system, and the corresponding transition matrix is entrywise nonnegative for all time. Motivated by the stability analysis of positive linear switched systems under arbitrary switching laws, we define a control as optimal if it maximizes the spectral radius of the transition matrix at a given final time. We derive high‐order necessary conditions for optimality for both singular and bang–bang controls. Our approach is based on combining results on the second‐order derivative of a simple eigenvalue with the generalized Legendre‐Clebsch condition and the Agrachev–Gamkrelidze second‐order optimality condition