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Russian Universities Reports. Mathematics, 2020, Volume 25, Issue 131, Pages 263–273
DOI: https://doi.org/10.20310/2686-9667-2020-25-131-263-273
(Mi vtamu183)
 

Scientific articles

On the regularization of classical optimality conditions in a convex optimal control problem with state constraints

F. A. Kuterin

Federal Research Center Institute of Applied Physics of the Russian Academy of Sciences
References:
Abstract: We consider the regularization of classical optimality conditions in a convex optimal control problem for a linear system of ordinary differential equations with pointwise state constraints such as equality and inequality, understood as constraints in the Hilbert space of square-integrable functions. The set of admissible task controls is traditionally embedded in the space of square-integrable functions. However, the target functional of the optimization problem is not, generally speaking, strongly convex. Obtaining regularized classical optimality conditions is based on a technique involving the use of two regularization parameters. One of them is used for the regularization of the dual problem, while the other is contained in a strongly convex regularizing addition to the target functional of the original problem. The main purpose of the obtained regularized Lagrange principle and the Pontryagin maximum principle is the stable generation of minimizing approximate solutions in the sense of J. Varga for the purpose of practical solving the considered optimal control problem with pointwise state constraints.
Keywords: optimal control, state constraints, ill-posed problem, dual regularization.
Funding agency Grant number
Russian Foundation for Basic Research 20-01-00199_а
19-07-00782_а
Ministry of Science and Higher Education of the Russian Federation 075-02-2020-1632
Received: 15.07.2020
Document Type: Article
UDC: 517.977.5
Language: Russian
Citation: F. A. Kuterin, “On the regularization of classical optimality conditions in a convex optimal control problem with state constraints”, Russian Universities Reports. Mathematics, 25:131 (2020), 263–273
Citation in format AMSBIB
\Bibitem{Kut20}
\by F.~A.~Kuterin
\paper On the regularization of classical optimality conditions in a convex optimal control problem with state constraints
\jour Russian Universities Reports. Mathematics
\yr 2020
\vol 25
\issue 131
\pages 263--273
\mathnet{http://mi.mathnet.ru/vtamu183}
\crossref{https://doi.org/10.20310/2686-9667-2020-25-131-263-273}
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