
Accession Number : AD0694975
Title : NEW NECESSARY CONDITIONS OF OPTIMALITY FOR CONTROL PROBLEMS WITH STATEVARIABLE INEQUALITY CONSTRAINTS.
Descriptive Note : Technical rept.,
Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS
Personal Author(s) : Jacobson,D. H. ; Lele,M. M. ; Speyer,J. L.
Report Date : AUG 1969
Pagination or Media Count : 43
Abstract : Necessary conditions of optimality for statevariable inequality constrained problems are derived by examining the limiting behavior of the Kelley penalty function technique. The conditions so obtained differ from those presently known, with regard to the behavior of the adjoint variables at junctions of interior and boundary arcs. A second, rigorous, derivation is given; this confirms the necessary conditions obtained by the limiting argument. These conditions are related to those known earlier; in particular, it is shown that the earlier conditions overspecify the behavior of the adjoint variables at the junctions. An example is used to demonstrate that the earlier conditions may yield nonstationary trajectories. For the regular case, it is shown that, under certain conditions, only boundary points, as opposed to boundary arcs, are possible. An analytic example illustrates this behavior. (Author)
Descriptors : (*CONTROL SYSTEMS, *MATHEMATICAL PROGRAMMING), NONLINEAR PROGRAMMING, FUNCTIONAL ANALYSIS, CALCULUS OF VARIATIONS, PARTIAL DIFFERENTIAL EQUATIONS, NUMERICAL ANALYSIS, OPTIMIZATION, INEQUALITIES, THEOREMS
Subject Categories : Theoretical Mathematics
Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE