OPTIMALITY, STABILITY, AND CONVERGENCE IN NONLINEAR CONTROL

Citation
Al. Dontchev et al., OPTIMALITY, STABILITY, AND CONVERGENCE IN NONLINEAR CONTROL, Applied mathematics & optimization, 31(3), 1995, pp. 297-326
Citations number
25
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00954616
Volume
31
Issue
3
Year of publication
1995
Pages
297 - 326
Database
ISI
SICI code
0095-4616(1995)31:3<297:OSACIN>2.0.ZU;2-5
Abstract
Sufficient optimality conditions for infinite-dimensional optimization problems are derived in a setting that is applicable to optimal contr ol with endpoint constraints and with equality and inequality constrai nts on the controls. These conditions involve controllability of the s ystem dynamics, independence of the gradients of active control constr aints, and a relatively weak coercivity assumption for the integral co st functional. Under these hypotheses, we show that the solution to an optimal control problem is Lipschitz stable relative to problem pertu rbations. As an application of this stability result, we establish con vergence results for the sequential quadratic programming algorithm an d for penalty and multiplier approximations applied to optimal control problems.