The Pontryagin Maximum Principle: From Necessary Conditions to the Construction of an Optimal Solution

Author(s):  
Heinz Schättler ◽  
Urszula Ledzewicz
Author(s):  
Térence Bayen ◽  
Kenza Boumaza ◽  
Alain Rapaport

We derive necessary optimality conditions for the time of crisis problem under a more general hypothesis than the usual one encountered in the hybrid setting, which requires that any optimal solution should cross the boundary of the constraint set transversely. Doing so, we apply the Pontryagin Maximum Principle to a sequence of regular optimal control problems whose integral cost approximates the time of crisis. Optimality conditions are derived by passing to the limit in the Hamiltonian system (without the use of the hybrid maximum principle). This convergence result essentially relies on the boundedness of the sequence of adjoint vectors in L∞. Our main contribution is to relate this property to the boundedness in L1 of a suitable sequence which allows to avoid the use of the transverse hypothesis on optimal paths. An example with non-transverse trajectories for which necessary conditions are derived highlights the use of this new condition.


Author(s):  
Mikhail Iosifovich Sumin

We consider the regularization of the classical Lagrange principle and the Pontryagin maximum principle in convex problems of mathematical programming and optimal control. On example of the “simplest” problems of constrained infinitedimensional optimization, two main questions are discussed: why is regularization of the classical optimality conditions necessary and what does it give?


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