Title :
Differentiability of projections onto cones and sensitivity analysis for optimal control
Author_Institution :
Syst. Res. Inst., Polish Acad. of Sci., Warszawa, Poland
Abstract :
The differentiability properties of the metric projections on the cones of nonnegative functions are considered. It is shown that the metric projection mapping is Bouligand differentiable in Lp(0, 1), but it is not Bouligand differentiable in W1,p(0, 1). Using differentiability in Lp(0, 1) the application of Robinson´s implicit function theorem for nonsmooth equations to sensitivity analysis for optimal control problems is presented.
Keywords :
optimal control; optimisation; sensitivity analysis; Bouligand differentiable; Robinson implicit function theorem; cones; differentiability of projections; metric projection mapping; metric projections; nonnegative functions; nonsmooth equations; optimal control; sensitivity analysis; Constraint theory; Control systems; Differential equations; Extraterrestrial measurements; Hilbert space; Lifting equipment; Optimal control; Sensitivity analysis; USA Councils;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184423