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

Aronna, M.; Bonnans, J.; Goh, Bean San

doi:10.1007/s10107-015-0976-0

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Authors

Aronna, M.

Bonnans, J.

Goh, Bean San

Date

2016

Type

Journal Article

Metadata

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Citation

Aronna, M. and Bonnans, J. and Goh, B.S. 2016. Second order analysis of control-affine problems with scalar state constraint. Mathematical Programming. 160 (1): pp. 115-147.

Source Title

Mathematical Programming

DOI

10.1007/s10107-015-0976-0

ISSN

0025-5610

School

Curtin Sarawak

URI

http://hdl.handle.net/20.500.11937/41752

Collection

Curtin Research Publications

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.