Second-Order Necessary Optimality Conditions for a Discrete Optimal Control Problem.

Authors :: Toan, N.
Ansari, Q.
Yao, J.-C.
Source :: Journal of Optimization Theory & Applications. Jun2015, Vol. 165 Issue 3, p812-836. 25p.
Publication Year :: 2015
Abstract: In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with a nonconvex cost function and control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order optimality conditions for a discrete optimal control problem. [ABSTRACT FROM AUTHOR]

Subjects :: *NONCONVEX programming
*COST functions
*MATHEMATICAL optimization
*MATHEMATICAL programming
*OPTIMAL control theory
*FIRST-order logic

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