带有集值约束的优控制问题的最优性必要条件.PDF

带有集值约束的最优控制问题的最优性必要 条件 李安 厦门大学数学科学学院，厦门　361005 摘要：本文研究带有集值映射约束的最优控制问题。本文模型包含了现有的等式及不等式约束 的最优控制问题。在对集值约束的平静约束规格条件下及其他约束规格下得到了该问题的弱局 部最优解的最优性必要条件，但不需要集值映射是凸的或者可微的。本文的创新点主要是考虑 了平静约束规格条件以及分析的技巧。 关键词：最优性必要条件；平静约束规格；非光滑分析 中图分类号：O232 Necessary optimality conditions for optimal control problems with set-valued constraints Li An School of Mathematical Sciences, Xiamen University, Xiamen 361005 Abstract: In this paper, we consider optimal control problems with set-valued state and control constraints. The present constraints subsume the existing mixed equality and inequality constraints. The necessary optimality conditions for weak local minimum are derived for these problems under calmness and constraint qualification condition on the set-valued constraints, but without any convexity or differentiability assumptions on the original data. The novelty of this paper concerns both the nature of calmness and the analytic techniques used to derive the results. Key words: necessary optimality conditions, calmness constraint qualification, nonsmooth analysis. 0 Introduction Optimality conditions for control problems with mixed state-control constraints have been the focus of attention for a long time; see [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11]. Prior results in the literature have been framed in terms of mixed state-control equality and inequality constraints. Ye [10, 11] investigated the bilevel dynamic problems, where the constraint region of the up- per level problem is determined implicitly by the solutions of the lower level optimal control 基金项目： the Specialized Research Fund for the Doctoral Program of Higher Education (20100121120018) 作者简介： Li An （1980-），male，associate professor，major research direction：