Title :
Necessary optimality conditions in discrete nonsmooth optimal control
Author :
Shvartsman, Ilya
Author_Institution :
Dept. of Math. & Comput. Sci., Penn State Harrisburg, Middletown, PA, USA
Abstract :
In this paper we outline a simple proof of the maximum principle for a nonsmooth discrete-time optimal control problem. The methodology is general and encompasses all subdifferentials for which the Lagrange Multiplier rule and the Chain Rule hold. This includes, but is not limited to, Mordukhovich (limiting), Clarke and Michel-Penot subdifferentials.
Keywords :
discrete time systems; optimal control; Chain rule; Clarke subdifferential; Lagrange multiplier rule; Michel-Penot subdifferential; Mordukhovich subdifferential; maximum principle; nonsmooth discrete-time optimal control problem; optimality conditions; Approximation methods; Conferences; Equations; Limiting; Optimal control; Optimization; Trajectory; Nonsmooth optimal control; necessary optimality conditions; subdifferential;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6160458
