Abstract

In this paper the problem of optimal control of a nonlinear ODE system with given boundary conditions and the integral restriction on control is considered. With the help of the theory of exact penalty functions the original problem is reduced to the problem of unconstrained minimization of a nonsmooth functional. The necessary minimum conditions in terms of hypodifferentials are found. A class of problems for which these conditions are also sufficient is distinguished. On the basis of these conditions the hypodifferential descent method is applied to the considered problem. Under some additional assumptions the hypodifferential descent method converges in a certain sense.

Original languageEnglish
Pages (from-to)1825-1839
Number of pages15
JournalOptimization Letters
Volume12
Issue number8
DOIs
Publication statusPublished - 1 Dec 2018

Scopus subject areas

  • Control and Optimization

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