Abstract: In this paper we introduce a second order constraint qualification which yields necessary conditions for optimal control problems with inequality and equality constraints in the time variable and the control functions. The second order conditions are shown to hold on a cone of critical directions which properly contains not only the cone obtained by considering only active constraints but also the usual one which depends on the sign of the corresponding Lagrange multipliers.
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WSEAS Transactions on Systems and Control, ISSN / E-ISSN: 1991-8763 / 2224-2856, Volume 11, 2016, Art. #46
Karla L. Cortez Del Rio, Javier F. Rosenblueth, "A Second Order Constraint Qualification for Certain Classes of Optimal Control Problems," WSEAS Transactions on Systems and Control, vol. 11, pp. 419-424, 2016, DOI:
Karla L. Cortez Del Rio, Javier F. Rosenblueth. A Second Order Constraint Qualification for Certain Classes of Optimal Control Problems.
WSEAS Transactions on Systems and Control. 2016;11:419-424.