Second-order necessary conditions in Pontryagin form for optimal control problems

JF Bonnans, X Dupuis, L Pfeiffer - SIAM Journal on Control and Optimization, 2014 - SIAM
In this article, we state and prove first-and second-order necessary conditions in Pontryagin
form for optimal control problems with pure state and mixed control-state constraints. We say …

Second order analysis for strong solutions in the optimal control of parabolic equations

T Bayen, FJ Silva - SIAM Journal on Control and Optimization, 2016 - SIAM
In this paper we provide a second order analysis for strong solutions in the optimal control of
parabolic equations. We consider first the case of box constraints on the control in a general …

Interior point methods in optimal control problems of affine systems: Convergence results and solving algorithms

P Malisani - SIAM Journal on Control and Optimization, 2023 - SIAM
This paper presents an interior point method for pure state and mixed-constraint optimal
control problems for dynamics, mixed constraints, and cost function all affine in the control …

Second-order analysis for the time crisis problem

L Pfeiffer, T Bayen - arXiv preprint arXiv:1902.05290, 2019 - arxiv.org
In this article, we prove second-order necessary optimality conditions for the so-called time
crisis problem that comes up within the context of viability theory. It consists in minimizing the …

Stability of minimization problems and the error bound condition

MV Balashov - Set-Valued and Variational Analysis, 2022 - Springer
It is well known that Error Bound conditions provide some (usually linear or sublinear) rate of
convergence for gradient descent methods in unconstrained and, in certain cases, in …

Interior point methods in optimal control

P Malisani - ESAIM: Control, Optimisation and Calculus of …, 2024 - esaim-cocv.org
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs)
with pure state and mixed constraints. This paper establishes a complete proof of …

Second order optimality conditions for optimal control problems of stochastic evolution equations

Q Lu, H Zhang, X Zhang - arXiv preprint arXiv:1811.07337, 2018 - arxiv.org
In this paper, we establish some second order necessary/sufficient optimality conditions for
optimal control problems of stochastic evolution equations in infinite dimensions. The control …

[PDF][PDF] Necessary conditions, sufficient conditions, and convergence analysis for optimal control problems with differential-algebraic equations

B Martens - 2019 - athene-forschung.rz.unibw …
In this thesis, we study optimal control problems subject to differential-algebraic equations in
Hessenberg form and mixed control-state constraints. Specifically, we derive necessary and …

[PDF][PDF] A sharp error analysis for the DG method of optimal control problems

W Choi, YP Choi - AIMS Mathematics, 2022 - aimspress.com
In this paper, we are concerned with a nonlinear optimal control problem of ordinary
differential equations. We consider a discretization of the problem with the discontinuous …

Weak and strong minima: from calculus of variation toward PDE optimization

T Bayen, FJ Silva - IFAC Proceedings Volumes, 2013 - Elsevier
This note summarizes some recent advances on the theory of optimality conditions for PDE
optimization. We focus our attention on the concept of strong minima for optimal control …