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DOI: 10.23952/cot.2022.28
Received February 15, 2022; Accepted September 30, 2022; Published December 13, 2022
Abstract. The paper addresses the Optimal Control (OC) Problem along the state-linear Control System where the objective and inequality constraints are given by Bolza functionals with state-DC functions. With the help of the Exact Penalization Theory, the original problem is reduced to an auxiliary penalized problem without constraints, the cost functional of which is represented as a difference of two state-convex functionals. Such structure allows us to develop the Global Optimality Conditions with the constructive (algorithmic) property, providing a possibility to escape any local pitfall with an improving the objective of the original problem, if possible. Besides, the relations with the modern OC Theory (say, the PMP) are established. The effectiveness of the developed approach is demonstrated by examples.
How to Cite this Article:
A.S. Strekalovsky, Global optimality conditions for DC-constrained optimal control problems, Commun. Optim. Theory 2022 (2022) 28.