Skip to main content
Log in

Optimal control of implicit control systems and its applications to differential complementarity problems

  • Original Paper
  • Published:
Optimization Letters Aims and scope Submit manuscript

Abstract

This paper investigates the optimal control problem of nonsmooth implicit control systems. We construct a special set-valued mapping to transform the implicit control system into a differential inclusion. Based on advanced tools of optimal differential inclusions, we derive the necessary optimality conditions for the optimal control problem of implicit control systems. The results obtained are applied into optimal control problems of implicit systems with complementarity constraints.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bettiol, P., Boccia, A., Vinter, R.B.: Stratified necessary conditions for differential inclusions with state constraints. SIAM J. Control Optim. 51, 3903–3917 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  2. Biegler, L.T., Campbell, S.L., Mehrmann, V.L.: Control and Optimization with Differential-Algebraic Constraints. SIAM Publications, Philadelphia (2012)

    Book  MATH  Google Scholar 

  3. Chen, X., Wang, Z.: Differential variational inequality approach to dynamic games with shared constraints. Math. Program. 146, 379–408 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  4. Clarke, F.H.: Optimization and Nonsmooth Analysis. Wiley-Interscience, New York (1983)

    MATH  Google Scholar 

  5. Clarke, F.H.: Necessary Conditions in Dynamic Optimization, vol. 173. American Mathematical Society, Providence (2005)

    MATH  Google Scholar 

  6. Clarke, F.H.: Functional Analysis, Calculus of variations and Optimal Control. Spring, London (2013)

    Book  MATH  Google Scholar 

  7. Clarke, F.H., De Pinho, M.R.: Optimal control problems with mixed constraints. SIAM J. Control Optim. 48, 4500–4524 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  8. Clarke, F.H., Ledyaev, YuS, Stern, R.J., Wolenski, P.R.: Nonsmooth Analysis and Control Theory. Springer, New York (1998)

    MATH  Google Scholar 

  9. De Pinho, M.R.: Mixed constrained control problems. J. Math. Anal. Appl. 278, 293–307 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  10. De Pinho, M.R.: On necessary conditions for implicit control systems. Pure Appl. Funct. Anal. 1, 185–206 (2016)

    MathSciNet  MATH  Google Scholar 

  11. De Pinho, M.R., Rosenblueth, J.F.: Necessary conditions for constrained problems under Mangasarian–Fromowitz conditions. SIAM J. Control Optim. 47, 535–552 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  12. Devdariani, E.N., Ledyaev, Y.S.: Maximum principle for implicit control systems. Appl. Math. Optim. 40, 79–103 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  13. Gerdts, M.: A survey on optimal control problems with differential-algebraic equations. In: Ilchmann, A., Reis, T. (eds.) Surveys in Differential-Algebraic Equations II, pp. 103–161. Springer, Berlin (2015)

    Google Scholar 

  14. Guo, L., Ye, J.J.: Necessary optimality conditions for optimal control problems with equilibrium constraints. SIAM J. Control Optim. 54, 2710–2733 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  15. Guo, L., Ye, J.J., Zhang, J.: Mathematical programs with geometric constraints in Banach spaces: enhanced optimality, exact penalty, and sensitivity. SIAM J. Optim. 23, 2295–2319 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  16. Kanzow, C., Schwartz, A.: Mathematical programs with equilibrium constraints: enhanced Fritz John-conditions, new constraint qualifications, and improved exact penalty results. SIAM J. Optim. 20, 2730–2753 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  17. Kunkel, P., Mehrmann, V.: Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index. Math. Control Signals Syst. 20, 227–269 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  18. Li, A., Ye, J.J.: Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints. Set-Valued Var. Anal. 24, 449–470 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  19. Mordukhovich, B.S.: Generalized differential calculus for nonsmooth and set-valued mappings. J. Math. Anal. Appl. 183, 250–288 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  20. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, Vol. I: Basic Theory. Springer, Berlin (2004)

    Google Scholar 

  21. Pang, J.-S., Stewart, D.E.: Differential variational inequalities. Math. Program. Ser. A 113, 345–424 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  22. Petzold, L.R., Ascher, U.M.: Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations. SIAM Publications, Philadelphia (1998)

    MATH  Google Scholar 

  23. Robinson, S.M.: Stability theory for systems of inequalities, part I: linear systems. SIAM J. Numer. Anal. 12, 754–769 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  24. Rockafellar, R.T., Wets, R.J.-B.: Variational Analysis. Springer, Berlin (1998)

    Book  MATH  Google Scholar 

  25. Roubíc̆ek, T., Valás̆ek, M.: Optimal control of causal differential-algebraic systems. Math. Anal. Appl. 269, 616–641 (2002)

    Article  MathSciNet  Google Scholar 

  26. Scheel, H.S., Scholtes, S.: Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Math. Oper. Res. 25, 1–22 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  27. Stewart, D.E.: Rigid-body dynamics with friction and impact. SIAM Rev. 42, 3–39 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  28. Ye, J.J.: Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints. J. Math. Anal. Appl. 307, 350–369 (2005)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

This work was supported by the National Natural Science Foundation of China (Grant No. 11671335), the Natural Science Foundation of Fujian Province, China (Grant No. 2016J01013) and the Fundamental Research Funds for the Central Universities (Grant No. 20720160036).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to An Li.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Li, A. Optimal control of implicit control systems and its applications to differential complementarity problems. Optim Lett 13, 485–504 (2019). https://doi.org/10.1007/s11590-017-1221-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11590-017-1221-y

Keywords

Navigation