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On the Relation Between Two Approaches to Necessary Optimality Conditions in Problems with State Constraints

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  • Andrei Dmitruk

    (Russian Academy of Sciences
    Lomonosov Moscow State University (MSU))

  • Ivan Samylovskiy

    (Lomonosov Moscow State University (MSU))

Abstract

We consider a class of optimal control problems with a state constraint and investigate a trajectory with a single boundary interval (subarc). Following R.V. Gamkrelidze, we differentiate the state constraint along the boundary subarc, thus reducing the original problem to a problem with mixed control-state constraints, and show that this way allows one to obtain the full system of stationarity conditions in the form of A.Ya. Dubovitskii and A.A. Milyutin, including the sign definiteness of the measure (state constraint multiplier), i.e., the nonnegativity of its density and atoms at junction points. The stationarity conditions are obtained by a two-stage variation approach, proposed in this paper. At the first stage, we consider only those variations, which do not affect the boundary interval, and obtain optimality conditions in the form of Gamkrelidze. At the second stage, the variations are concentrated on the boundary interval, thus making possible to specify the stationarity conditions and obtain the sign of density and atoms of the measure.

Suggested Citation

  • Andrei Dmitruk & Ivan Samylovskiy, 2017. "On the Relation Between Two Approaches to Necessary Optimality Conditions in Problems with State Constraints," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 391-420, May.
    • Handle: RePEc:spr:joptap:v:173:y:2017:i:2:d:10.1007_s10957-017-1089-0
    DOI: 10.1007/s10957-017-1089-0
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    References listed on IDEAS

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    1. A. V. Arutyunov & D. Y. Karamzin & F. L. Pereira, 2011. "The Maximum Principle for Optimal Control Problems with State Constraints by R.V. Gamkrelidze: Revisited," Journal of Optimization Theory and Applications, Springer, vol. 149(3), pages 474-493, June.
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    Cited by:

    1. Dmitry Karamzin, 2018. "Comments on Paper “On the Relation Between Two Approaches to Necessary Optimality Conditions in Problems with State Constraints”," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 358-362, October.
    2. Adam Korytowski & Maciej Szymkat, 2021. "Necessary Optimality Conditions for a Class of Control Problems with State Constraint," Games, MDPI, vol. 12(1), pages 1-22, January.

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