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
收藏
页码：421 / 442
页数：22
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