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IMA Journal of Mathematical Control and Information Advance Access originally published online on August 2, 2006
IMA Journal of Mathematical Control and Information 2007 24(2):197-218; doi:10.1093/imamci/dnl008
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© The author 2006. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Mixed constraints in optimal control: an implicit function theorem approach

Maria do Rosário de Pinho**,1 and Javier F. Rosenblueth***,2

1 Universidade do Porto, Rua Dr Roberto Frias, 4200-465 Porto, Portugal, 2 IIMAS–UNAM, Apartado Postal 20-726, México DF 01000, México

** Email: mrpinho{at}fe.up.pt

*** Corresponding author. Email: jfrl{at}servidor.unam.mx


   Abstract

This paper concerns a derivation of second-order necessary conditions for a fixed-endpoint control problem of Lagrange involving mixed equality and/or inequality constraints, posed over piecewise continuous controls. These conditions are obtained in a clear and transparent way by reducing the original problem, through an implicit function theorem approach, to an unconstrained control problem.

Keywords: optimal control; mixed constraints; second-order necessary conditions; normality.


Received on 27 May 2005. Accepted on 15 December 2005.


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