DocumentCode
810249
Title
Comments on a multiplier condition for problems with state variable inequality constraints
Author
Taylor, James
Author_Institution
Naval Postgraduate School, Monterey, CA, USA
Volume
17
Issue
5
fYear
1972
fDate
10/1/1972 12:00:00 AM
Firstpage
743
Lastpage
744
Abstract
This correspondence points out that a widely quoted necessary condition on the Lagrange multiplier associated with a first-order state variable inequality constraint is not equivalent to Gamkrelidze´s multiplier condition. An example is given of a problem for which the latter stronger condition is required to determine optimal trajectories.
Keywords
Optimal control; Costs; Integral equations; Iterative methods; Lagrangian functions; Linear systems; Operations research; Optimal control; Process control;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1100133
Filename
1100133
Link To Document