OPTIMAL CONTROL PROBLEMS WITH TERMINAL COMPLEMENTARITY CONSTRAINTS

作     者：Benita, Francisco Mehlitz, Patrick 

作者机构：Singapore Univ Technol & Design Dept Engn Syst & Design Singapore 487372 Singapore Brandenburg Tech Univ Cottbus Senftenberg Chair Optimal Control D-03046 Cottbus Germany 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：2018年第28卷第4期

页      面：3079-3104页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：The authors would like to express their profound gratitude to the two anonymous referees whose valuable comments and recommendations helped us to improve the paper’s content and quality 

主　　题：mathematical program with complementarity constraints optimal control optimality conditions programming in Banach spaces W-, M-, S-stationarity 

摘      要：In this paper, we study an optimal control problem of ordinary differential equations with linear dynamics, affine mixed control-state constraints, and terminal complementarity constraints on the state function. We derive its weak, Mordukhovich, and strong stationarity conditions, and we present constraint qualifications which ensure that these conditions are satisfied at a locally optimal solution of the optimal control problem.