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Javier F. Rosenblueth



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Javier F. Rosenblueth


WSEAS Transactions on Systems


Print ISSN: 1109-2777
E-ISSN: 2224-2678

Volume 18, 2019

Notice: As of 2014 and for the forthcoming years, the publication frequency/periodicity of WSEAS Journals is adapted to the 'continuously updated' model. What this means is that instead of being separated into issues, new papers will be added on a continuous basis, allowing a more regular flow and shorter publication times. The papers will appear in reverse order, therefore the most recent one will be on top.


Volume 18, 2019



Uniqueness of Extremals for Problems with Endpoint and Control Constraints

AUTHORS: Javier F. Rosenblueth

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ABSTRACT: In this paper we study the uniqueness of extremals satisfying first order necessary conditions for optimal control problems involving endpoint and control constraints. In particular we show that, for such problems, a strict Mangasarian-Fromovitz type constraint qualification does imply uniqueness of Lagrange multipliers but, contrary to the corresponding equivalence in mathematical programming, the converse in optimal control may not hold.

KEYWORDS: Optimal control, uniqueness of Lagrange multipliers, normality, constraint qualifications

REFERENCES:

[1] J. A. Becerril, K. L. Cortez and J. F. Rosenblueth, Uniqueness of multipliers in optimal control: the missing piece, IMA J. Math. Control Inform. 2018, doi.org/10.1093/imamci/dny033

[2] A. Ben-Tal, Second-order and related extremality conditions in nonlinear programming, J. Optim. Theory Appl. 31, 1980, pp. 143–165.

[3] G. Bigi and M. Castellani, Uniqueness of KKT multipliers in multiobjective optimization, Appl. Math. Lett. 17, 2004, pp. 1285–1290.

[4] K. L. Cortez and J. F. Rosenblueth, Normality and uniqueness of Lagrange multipliers, Discrete Contin. Dyn. Syst. 38, 2018, pp. 3169– 3188.

[5] K. L. Cortez and J. F. Rosenblueth, The broken link between normality and regularity in the calculus of variations, Syst. Cont. Lett. 124, 2019, pp. 27–32.

[6] G. Giorgi, A. Guerraggio and J. Thierfelder, Mathematics of Optimization: Smooth and Nonsmooth Case, Elsevier, Amsterdam 2004

[7] M. R. Hestenes, Calculus of Variations and Optimal Control Theory, John Wiley, New York 1966

[8] M. R. Hestenes, Optimization Theory, The Finite Dimensional Case, John Wiley, New York 1975

[9] J. Kyparisis, On uniqueness of Kuhn-Tucker multipliers in nonlinear programming, Math. Program. 32, 1985, pp. 242–246.

[10] E. J. McShane, The Lagrange multiplier rule, Amer. Math. Monthly. 80, 1973, pp. 922–925.

[11] J. F. Rosenblueth, Convex cones and conjugacy for inequality control constraints, J. Convex Anal. 14, 2007, pp. 361–393.

[12] J. F. Rosenblueth, Normality and quasinormality in nonlinear programming and optimal control, WSEAS Trans. Syst. Control. 13, 2018, pp. 510– 513.

[13] A. Shapiro, On uniqueness of Lagrange multipliers in optimization problems subject to cone constraints, SIAM J. Optim. 7, 1997, pp. 508– 518.

[14] G. Wachsmuth, On LICQ and the uniqueness of Lagrange multipliers, Oper. Res. Lett. 41, 2013, pp. 78–80.

WSEAS Transactions on Systems, ISSN / E-ISSN: 1109-2777 / 2224-2678, Volume 18, 2019, Art. #21, pp. 164-168


Copyright Β© 2018 Author(s) retain the copyright of this article. This article is published under the terms of the Creative Commons Attribution License 4.0

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