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Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints

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Abstract

In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order necessary optimality conditions for a discrete optimal control problem.

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Acknowledgments

In this research, we were partially supported by the NAFOSTED 101.01-2015.04 of National Foundation for Science & Technology Development (Vietnam) and by the Vietnam Institute for Advanced Study in Mathematics (VIASM).

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Authors and Affiliations

  1. School of Applied Mathematics and Informatics, Hanoi University of Science and Technology, 1 Dai Co Viet, Hanoi, Vietnam

    N. T. Toan & L. Q. Thuy

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  1. N. T. Toan
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  2. L. Q. Thuy
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Correspondence to N. T. Toan.

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Toan, N.T., Thuy, L.Q. Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints. J Glob Optim 64, 533–562 (2016). https://doi.org/10.1007/s10898-015-0333-0

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  • DOI: https://doi.org/10.1007/s10898-015-0333-0

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