Journal of Convex Analysis 23 (2016), No. 1, 291--311
Copyright Heldermann Verlag 2016
Normality of Generalized Euler-Lagrange Conditions for State Constrained Optimal Control Problems
Piernicola Bettiol
Laboratoire de Mathématiques, Université de Bretagne Occidentale, 6 Avenue Victor Le Gorgeu, 29200 Brest, France
piernicola.bettiol@univ-brest.fr
Nathalie Khalil
Laboratoire de Mathématiques, Université de Bretagne Occidentale, 6 Avenue Victor Le Gorgeu, 29200 Brest, France
nathalie.khalil@univ-brest.fr
Richard B. Vinter
Dept. of Electrical and Electronic Engineering, Imperial College, Exhibition Road, London SW7 2BT, England
r.vinter@imperial.ac.uk
We consider state constrained optimal control problems in which the cost to minimize comprises both integral and end-point terms, establishing normality of the generalized Euler-Lagrange condition. Simple examples illustrate that the validity of the Euler-Lagrange condition (and related necessary conditions), in normal form, depends crucially on the interplay between velocity sets, the left end-point constraint set and the state constraint set. We show that this is actually a common feature for general state constrained optimal control problems, in which the state constraint is represented by closed convex sets and the left end-point constraint is a closed set. In these circumstances classical constraint qualifications involving the state constraints and the velocity sets cannot be used alone to guarantee normality of the necessary conditions. A key feature of this paper is to prove that the additional information involving tangent vectors to the left end-point and the state constraint sets can be used to establish normality.
Keywords: Optimal Control, Necessary Conditions, Differential Inclusions, State Constraints.
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