• Previous Article
    Existence for the linearization of a steady state fluid/nonlinear elasticity interaction
  • PROC Home
  • This Issue
  • Next Article
    Sharp pathwise asymptotic stability criteria for planar systems of linear stochastic difference equations
2011, 2011(Special): 174-183. doi: 10.3934/proc.2011.2011.174

A nonsmooth maximum principle for optimal control problems with state and mixed constraints - convex case

1. 

Faculdade de Engenharia da Universidade do Porto, DEEC, Rua Dr. Roberto Frias, 4200-465 Porto, Portugal

2. 

Faculdade de Engenharia da Universidade do Porto, Department of Electrical Engineering and Computers, Porto, Portugal

Received  July 2010 Revised  April 2011 Published  October 2011

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known penalization techniques for state constraints together with recent results for mixed constrained problems.
Citation: Md. Haider Ali Biswas, Maria do Rosário de Pinho. A nonsmooth maximum principle for optimal control problems with state and mixed constraints - convex case. Conference Publications, 2011, 2011 (Special) : 174-183. doi: 10.3934/proc.2011.2011.174
[1]

Li Chu, Bo Wang, Jie Zhang, Hong-Wei Zhang. Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints. Journal of Industrial & Management Optimization, 2021, 17 (4) : 1863-1886. doi: 10.3934/jimo.2020050

[2]

Shi'an Wang, N. U. Ahmed. Optimal control and stabilization of building maintenance units based on minimum principle. Journal of Industrial & Management Optimization, 2021, 17 (4) : 1713-1727. doi: 10.3934/jimo.2020041

[3]

Tobias Geiger, Daniel Wachsmuth, Gerd Wachsmuth. Optimal control of ODEs with state suprema. Mathematical Control & Related Fields, 2021  doi: 10.3934/mcrf.2021012

[4]

David Cantala, Juan Sebastián Pereyra. Endogenous budget constraints in the assignment game. Journal of Dynamics & Games, 2015, 2 (3&4) : 207-225. doi: 10.3934/jdg.2015002

[5]

Muberra Allahverdi, Harun Aydilek, Asiye Aydilek, Ali Allahverdi. A better dominance relation and heuristics for Two-Machine No-Wait Flowshops with Maximum Lateness Performance Measure. Journal of Industrial & Management Optimization, 2021, 17 (4) : 1973-1991. doi: 10.3934/jimo.2020054

[6]

Bin Pei, Yong Xu, Yuzhen Bai. Convergence of p-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2020, 25 (3) : 1141-1158. doi: 10.3934/dcdsb.2019213

[7]

Alberto Bressan, Ke Han, Franco Rampazzo. On the control of non holonomic systems by active constraints. Discrete & Continuous Dynamical Systems, 2013, 33 (8) : 3329-3353. doi: 10.3934/dcds.2013.33.3329

[8]

Manuel de León, Víctor M. Jiménez, Manuel Lainz. Contact Hamiltonian and Lagrangian systems with nonholonomic constraints. Journal of Geometric Mechanics, 2021, 13 (1) : 25-53. doi: 10.3934/jgm.2021001

[9]

Miguel R. Nuñez-Chávez. Controllability under positive constraints for quasilinear parabolic PDEs. Mathematical Control & Related Fields, 2021  doi: 10.3934/mcrf.2021024

[10]

Zhaoxia Wang, Hebai Chen. A nonsmooth van der Pol-Duffing oscillator (I): The sum of indices of equilibria is $ -1 $. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021096

[11]

Zhaoxia Wang, Hebai Chen. A nonsmooth van der Pol-Duffing oscillator (II): The sum of indices of equilibria is $ 1 $. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021101

[12]

Tengteng Yu, Xin-Wei Liu, Yu-Hong Dai, Jie Sun. Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization. Journal of Industrial & Management Optimization, 2021  doi: 10.3934/jimo.2021084

[13]

Yue Qi, Xiaolin Li, Su Zhang. Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets. Journal of Industrial & Management Optimization, 2021, 17 (4) : 1531-1556. doi: 10.3934/jimo.2020033

[14]

Guirong Jiang, Qishao Lu. The dynamics of a Prey-Predator model with impulsive state feedback control. Discrete & Continuous Dynamical Systems - B, 2006, 6 (6) : 1301-1320. doi: 10.3934/dcdsb.2006.6.1301

[15]

Yunfei Lv, Rong Yuan, Yuan He. Wavefronts of a stage structured model with state--dependent delay. Discrete & Continuous Dynamical Systems, 2015, 35 (10) : 4931-4954. doi: 10.3934/dcds.2015.35.4931

[16]

Daoyuan Fang, Ting Zhang. Compressible Navier-Stokes equations with vacuum state in one dimension. Communications on Pure & Applied Analysis, 2004, 3 (4) : 675-694. doi: 10.3934/cpaa.2004.3.675

[17]

Pengfei Wang, Mengyi Zhang, Huan Su. Input-to-state stability of infinite-dimensional stochastic nonlinear systems. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021066

[18]

Claudianor O. Alves, Giovany M. Figueiredo, Riccardo Molle. Multiple positive bound state solutions for a critical Choquard equation. Discrete & Continuous Dynamical Systems, 2021  doi: 10.3934/dcds.2021061

[19]

Deren Han, Zehui Jia, Yongzhong Song, David Z. W. Wang. An efficient projection method for nonlinear inverse problems with sparsity constraints. Inverse Problems & Imaging, 2016, 10 (3) : 689-709. doi: 10.3934/ipi.2016017

[20]

Peng Zhang, Yongquan Zeng, Guotai Chi. Time-consistent multiperiod mean semivariance portfolio selection with the real constraints. Journal of Industrial & Management Optimization, 2021, 17 (4) : 1663-1680. doi: 10.3934/jimo.2020039

 Impact Factor: 

Metrics

  • PDF downloads (31)
  • HTML views (0)
  • Cited by (0)

[Back to Top]