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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2015 Volume 55, Number 10, Pages 1670–1680 (Mi zvmmf10281)

This article is cited in 4 papers

Sufficient optimality conditions for a class of nonconvex control problems

E. V. Aksenyushkinaa, V. A. Srochkob

a Baikal State University of Economics and Law, ul. Lenina 11, Irkutsk, 664015, Russia
b Irkutsk State University, ul. K. Marksa 1, Irkutsk, 664003, Russia

Abstract: The optimization of a bilinear-quadratic functional with respect to a linear phase system with a modulus control constraint is considered. Special representations of the cost functional are used to obtain sufficient optimality conditions for certain classes of extremal controls in the form of sign definiteness inequalities for functions of one and two variables. These conditions are as easy to implement numerically as verifying controls for extremeness.

Key words: linear phase system, nonconvex optimization problem, extremal controls, sufficient optimality conditions.

UDC: 519.626

Received: 15.12.2014

DOI: 10.7868/S004446691510004X


 English version:
Computational Mathematics and Mathematical Physics, 2015, 55:10, 1642–1652

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