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Strong Local Optimality for a Bang–Bang–Singular Extremal: General Constraints

Author

Listed:
  • Laura Poggiolini

    (Università degli Studi di Firenze)

  • Gianna Stefani

    (Università degli Studi di Firenze)

Abstract

The paper provides second-order sufficient conditions for the strong local optimality of bang–bang–singular extremals in a Mayer problem with general end point constraints. The sufficient conditions are expressed as a strengthening of the necessary ones plus the coerciveness of a suitable quadratic form related to a sub-problem of the given one. The sufficiency of the given conditions is proven via Hamiltonian methods.

Suggested Citation

  • Laura Poggiolini & Gianna Stefani, 2020. "Strong Local Optimality for a Bang–Bang–Singular Extremal: General Constraints," Journal of Optimization Theory and Applications, Springer, vol. 186(1), pages 24-49, July.
    • Handle: RePEc:spr:joptap:v:186:y:2020:i:1:d:10.1007_s10957-020-01700-2
    DOI: 10.1007/s10957-020-01700-2
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    References listed on IDEAS

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    1. G. Vossen, 2010. "Switching Time Optimization for Bang-Bang and Singular Controls," Journal of Optimization Theory and Applications, Springer, vol. 144(2), pages 409-429, February.
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