On the No-Gap Second-Order Optimality Conditions for a Discrete Optimal Control Problem with Mixed Constraints

被引：8

作者：

Le Quang Thuy ^{[1
]}

Bui Thi Thanh ^{[2
]}

Nguyen Thi Toan ^{[1
]}

机构：

[1] Hanoi Univ Sci & Technol, Sch Appl Math & Informat, 1 Dai Co Viet, Hanoi, Vietnam

[2] Nghe An Coll Econ, Dept Fundamental, 51 Ly Tu Trong, Vinh City, Vietnam

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2017年 / 173卷 / 02期

关键词：

Second-order necessary optimality condition; Second-order sufficient optimality condition; No-gap second-order optimality condition; Discrete optimal control problem; Mixed constraint; POINTWISE CONSTRAINTS; TANGENT SETS; INEQUALITIES; OPTIMIZATION; CONTINUITY; SYSTEMS;

D O I：

10.1007/s10957-017-1094-3

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Motivated by our recent works on optimality conditions in discrete optimal control problems under a nonconvex cost function, in this paper, we study second-order necessary and sufficient optimality conditions for a discrete optimal control problem with a nonconvex cost function and state-control constraints. By establishing an abstract result on second-order optimality conditions for a mathematical programming problem, we derive second-order necessary and sufficient optimality conditions for a discrete optimal control problem. Using a common critical cone for both the second-order necessary and sufficient optimality conditions, we obtain "no-gap" between second-order optimality conditions.

引用

页码：421 / 442

页数：22

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