Abstract
The present paper studies a new class of problems of optimal control theory with linear second order self-adjoint Sturm-Liouville type differ-ential operators and with functional and non-functional endpoint constraints. Sufficient conditions of optimality, containing both the second order Euler-Lagrange and Hamiltonian type inclusions are derived. The presence of func-tional constraints generates a special second order transversality inclusions and complementary slackness conditions peculiar to inequality constraints; this approach and results make a bridge between optimal control problem with Sturm-Liouville type differential differential inclusions and constrained mathematical programming problems infinite-dimensional spaces. The idea for obtaining op-timality conditions is based on applying locally-adjoint mappings to Sturm-Liouville type set-valued mappings. The result generalizes to the problem with a second order non-self-adjoint differential operator. Furthermore, practical applications of these results are demonstrated by optimization of some semilinear optimal control problems for which the Pontryagin maximum condition is obtained. A numerical example is given to illustrate the feasibility and effectiveness of the theoretic results obtained.
Original language | English |
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Pages (from-to) | 2503-2520 |
Number of pages | 18 |
Journal | Journal of Industrial and Management Optimization |
Volume | 16 |
Issue number | 5 |
DOIs | |
Publication status | Published - Sept 2020 |
Bibliographical note
Publisher Copyright:© 2020 American Institute of Mathematical Sciences.
Keywords
- Complemen-tary slackness
- Functional
- Hamiltonian
- Self-adjoint
- Set-valued
- Sturm-Liouville
- Transversality