Mathematical Programming

, Volume 160, Issue 1–2, pp 115–147

Second order analysis of control-affine problems with scalar state constraint

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Abstract

In this article we establish new second order necessary and sufficient optimality conditions for a class of control-affine problems with a scalar control and a scalar state constraint. These optimality conditions extend to the constrained state framework the Goh transform, which is the classical tool for obtaining an extension of the Legendre condition.

Mathematics Subject Classification

49K15 49K27 

Copyright information

© Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society 2016

Authors and Affiliations

  1. 1.EMAp/FGVRio de JaneiroBrazil
  2. 2.INRIA-Saclay and Centre de Mathématiques AppliquéesEcole PolytechniquePalaiseauFrance
  3. 3.Curtin UniversityMiriMalaysia

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