Title :
Lipschitz regularity of optimal controls
Author :
Galbraith, Grant N. ; Vinter, Richard B.
Author_Institution :
Imperial Coll., London, UK
Abstract :
We report on new conditions under which minimizing controls are Lipschitz continuous, for dynamic optimization problems with first order state constraints and a coercive cost function. The novelty of this research concerns both the conditions themselves and the analytic techniques used to confirm them. We replace the linear independence condition involving active state constraints, present in the earlier literature, by the condition of positive linear independence, which requires linear independence merely with respect to non-negative weighting parameters. This is achieved by studying normal extremals, rather than by means of a perturbational analysis.
Keywords :
maximum principle; minimisation; optimal control; optimisation; Lipschitz continuous controls; Lipschitz regularity; analytic techniques; coercive cost function; dynamic optimization problems; first order state constraints; minimizing controls; nonnegative weighting parameters; normal extremals; optimal controls; positive linear independence; Constraint optimization; Cost function; Educational institutions; Lifting equipment; Optimal control;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184348