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Genralization of Optimality Conditions for Optimal Control Problems with Mixed Constraints

Grant number: 15/25610-1
Support type:Scholarships in Brazil - Doctorate
Effective date (Start): April 01, 2016
Effective date (End): September 30, 2019
Field of knowledge:Physical Sciences and Mathematics - Mathematics - Applied Mathematics
Principal researcher:Roberto Andreani
Grantee:Jamielli Tomaz Pereira
Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
Associated research grant:13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry, AP.CEPID
Associated scholarship(s):19/18074-7 - Generalization of optimality conditions for optimal control problems with mixed constraints, BE.EP.DR

Abstract

The main objective in this project is the generalization of optimality conditions for optimal control problems with equality and inequality constraints, the celebrated Pontryagin Maximum Principle. The constraints to be considered are mixed, involving both the state and control variables. The maximum principle will be studied in the nonsmooth setting, where the Mordukhovich subdifferential will be used. The optimality conditions are obtained under constraint qualifications constant rank and constant positive linear dependence, that generalized the Mangasarian-Fromovitz type.

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