Sufficient optimality conditions for bilinear optimal control of the linear damped wave equation

In this paper we discuss sufficient optimality conditions for an optimal control problem for the linear damped wave equation with the damping parameter as the control. We address the case that the control enters quadratic in the cost function as well as the singular case that the control enters affine. For the non-singular case we consider strong and weak local minima , in the singular case we derive sufficient optimality conditions for weak local minima. Thereby, we take advantage of the Goh transformation applying techniques recently established in Aronna, Bonnans, and Kröner [Math. Program. 168(1):717–757, 2018] and [INRIA research report, 2017]. Moreover, a numerical example for the singular case is presented

The Goh necessary optimality conditions for the Mayer problem with control constraints

The well known Goh second order necessary optimality conditions in optimal control theory concern singular optimal controls taking values in the interior of a set of controls U. In this paper we investigate these conditions for the Mayer problem when U is a convex polytope or a closed subset of class C2 for an integrable optimal control u( ) that may take values in the boundary of U. This is indeed a frequent situation in optimal control and for this reason the understanding of this issue is crucial for the theory of second order optimality conditions. Applying the Goh transformation we derive necessary conditions on tangent subspace to U at u(t) for almost all t's. In the presence of an endpoint constraint, if the Mayer problem is calm, then similar second order necessary optimality conditions are satisfied whenever the maximum principle is abnormal. If it is normal, then analogous results hold true on some smaller subspaces

The Goh necessary optimality conditions for the Mayer problem with control constraints

The well known Goh second order necessary optimality conditions in optimal control theory concern singular optimal controls taking values in the interior of a set of controls U. In this paper we investigate these conditions for the Mayer problem when U is a convex polytope or a closed subset of class C 2 for an integrable optimal control u(·) that may take values in the boundary of U. This is indeed a frequent situation in optimal control and for this reason the understanding of this issue is crucial for the theory of second order optimality conditions. Applying the Goh transformation we derive necessary conditions on tangent subspace to U at u(t) for almost all t's. In the presence of an endpoint constraint, if the Mayer problem is calm, then similar second order necessary optimality conditions are satisfied whenever the maximum principle is abnormal. If it is normal, then analogous results hold true on some smaller subspaces. © 2013 IEEE