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

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

Stability Analysis of Optimal Control Problems with a Second-Order State Constraint

This paper gives stability results for nonlinear optimal control problems subject to a regular state constraint of second-order. The strengthened Legendre-Clebsch condition is assumed to hold, and no assumption on the structure of the contact set is made. Under a weak second-order sufficient condition (taking into account the active constraints), we show that the solutions are Lipschitz continu...

Solving A Fractional Program with Second Order Cone Constraint

We consider a fractional program with both linear and quadratic equation in numerator and denominator  having second order cone (SOC) constraints. With a suitable change of variable, we transform the problem into a  second order cone programming (SOCP)  problem.  For the quadratic fractional case, using a relaxation, the problem is reduced to a semi-definite optimization (SDO) program. The p...

No-gap second-order optimality conditions for optimal control problems with a single state constraint and control

The paper deals with optimal control problems with only one control variable and one state constraint, of arbitrary order. We consider the case of finitely many boundary arcs and touch times. We obtain a no-gap theory of second-order conditions, allowing to characterize second-order quadratic growth.

Second-Order and Stability Analysis for State-Constrained Elliptic Optimal Control Problems with Sparse Controls

An optimal control problem for a semilinear elliptic partial differential equation is discussed subject to pointwise control constraints on the control and the state. The main novelty of the paper is the presence of the L1-norm of the control as part of the objective functional that eventually leads to sparsity of the optimal control functions. Second-order sufficient optimality conditions are ...