Three approaches to conjugacy available in the literature, applicable to optimal control problems with inequality and equality constraints in the control, are studied. A clear and unified review of the second order conditions obtained in each case is given, and the three definitions of "generalized conjugate points" are improved in the sense that, either the range of applicability is enlarged, or the conditions defining membership of the different sets of points are simplified.

Contact details are reproduced from the original publication and may be historical.

Javier F. Rosenblueth

IIMAS–UNAM, Apartado Postal 20-726, México DF 01000, México

jfrl@servidor.unam.mx
  1. R. Berlanga, J. F. Rosenblueth: Jacobi’s condition for singular extremals: An extended notion of conjugate points, Appl. Math. Lett. 15 (2002) 453–458.https://doi.org/10.1016/S0893-9659(01)00158-6Google Scholar
  2. R. Berlanga, J. F. Rosenblueth: A Sturm-Liouville approach applicable to different notions of conjugacy, Appl. Math. Lett. 17 (2004) 467–472.https://doi.org/10.1016/S0893-9659(04)90091-2Google Scholar
  3. R. Berlanga, J. F. Rosenblueth: Extended conjugate points in the calculus of variations, IMA J. Math. Control Inf. 21 (2004) 159–173.https://doi.org/10.1093/imamci/21.2.159Google Scholar
  4. P. Bernhard: La théorie de la seconde variation et le problème linéaire quadratique, in: Advances in Hamiltonian Systems (Rome, 1981), J. P. Aubin et al. (ed.), Birkhäuser, Boston (1983) 109–142.https://doi.org/10.1007/978-1-4684-6728-4_5Google Scholar
  5. J. V. Breakwell, Y. C. Ho: On the conjugate point condition for the control problem, Int. J. Eng. Sci. 2 (1965) 565–579.https://doi.org/10.1016/0020-7225(65)90037-6Google Scholar
  6. N. Caroff, H. Frankowska: Conjugate points and shocks in nonlinear optimal control, Trans. Amer. Math. Soc. 348 (1996) 3133–3153.https://doi.org/10.1090/S0002-9947-96-01577-2Google Scholar
  7. F. H. Clarke: Methods of Dynamic and Nonsmooth Optimization, CBMS-NSF Regional Conference Series in Applied Mathematics 57, SIAM, Philadelphia (1989).Google Scholar
  8. F. H. Clarke: Optimization and Nonsmooth Analysis, Classics in Applied Mathematics 5, SIAM, Philadelphia (1990).https://doi.org/10.1137/1.9781611971309Google Scholar
  9. A. V. Dmitruk: The Euler-Jacobi equation in variational calculus, Mat. Zametki 20 (1976) 847–858 (in Russian); Math. Notes 20 (1976) 1032–1038 (in English).https://doi.org/10.1007/BF01095198Google Scholar
  10. A. V. Dmitruk: Jacobi-type conditions for the problem of Bolza with inequalities, Mat. Zametki 35 (1984) 813–827 (in Russian); Math. Notes 35 (1984) 427–435 (in English).https://doi.org/10.1007/BF01139945Google Scholar
  11. E. G. Gilbert, D. S. Bernstein: Second-order necessary conditions in optimal control: Accessory-problem results without normality conditions, J. Optimization Theory Appl. 41 (1983) 75–106.https://doi.org/10.1007/BF00934437Google Scholar
  12. M. R. Hestenes: Applications of the theory of quadratic forms in Hilbert space to the calculus of variations, Pacific J. Math. 1 (1951) 525–581.https://doi.org/10.2140/pjm.1951.1.525Google Scholar
  13. M. R. Hestenes: Quadratic variational theory and linear elliptic partial differential equations, Trans. Amer. Math. Soc. 101 (1961) 306–350.https://doi.org/10.1090/S0002-9947-1961-0133575-0Google Scholar
  14. M. R. Hestenes: Calculus of Variations and Optimal Control Theory, John Wiley & Sons, New York (1966).Google Scholar
  15. M. R. Hestenes: Quadratic variational theory, in: Control Theory and the Calculus of Variations, A. V. Balakrishnan (ed.), Academic Press, New York (1969) 1–37.Google Scholar
  16. M. R. Hestenes: Quadratic control problems, J. Optimization Theory Appl. 17 (1975) 1–42.https://doi.org/10.1007/BF00933915Google Scholar
  17. M. R. Hestenes: On quadratic control problems, in: Calculus of Variations and Control Theory, D. L. Russell (ed.), Academic Press, New York (1976) 289–304.Google Scholar
  18. M. R. Hestenes: Singular quadratic variational problems, J. Optimization Theory Appl. 41 (1983) 123–137.https://doi.org/10.1007/BF00934439Google Scholar
  19. P. D. Loewen, H. Zheng: Generalized conjugate points for optimal control problems, Nonlinear Anal., Theory Methods Appl. 22 (1994) 771–791.https://doi.org/10.1016/0362-546X(94)90226-7Google Scholar
  20. D. G. Luenberger: Linear and Nonlinear Programming, 2nd Ed., Addison-Wesley, Reading (1984).Google Scholar
  21. L. W. Neustadt: Optimization. A Theory of Necessary Conditions, Princeton University Press, Princeton (1976).Google Scholar
  22. A. D. Polyanin, V. F. Zaitsev: Handbook of Exact Solutions for Ordinary Differential Equations, CRC Press, Boca Raton (1995).Google Scholar
  23. M. Popescu: Singular normal extremals and conjugate points for Bolza functionals, J. Optimization Theory Appl. 115 (2002) 267–282.https://doi.org/10.1023/A:1020832020619Google Scholar
  24. J. F. Rosenblueth: Conjugate intervals for singular trajectories in the calculus of variations, in: Proceedings of the XXXIV National Congress of the Mexican Mathematical Society, G. Contreras et al. (ed.), Aportaciones Matemáticas, Comunicaciones 30, Sociedad Matemática Mexicana, México (2002) 81–98.Google Scholar
  25. J. F. Rosenblueth: Conjugate intervals for the linear fixed-endpoint control problem, J. Optimization Theory Appl. 116 (2003) 393–420.https://doi.org/10.1023/A:1022418306796Google Scholar
  26. J. F. Rosenblueth: A conjugate journey in optimal control, Int. Math. Forum 2 (2007) 633–674.https://doi.org/10.12988/imf.2007.07058Google Scholar
  27. J. F. Rosenblueth: Three improved notions of conjugate points in optimal control, IMA J. Math. Control Inf. 22 (2005) 489–515.https://doi.org/10.1093/imamci/dni041Google Scholar
  28. G. Stefani, P. Zezza: Optimality conditions for a constrained optimal control problem, SIAM J. Control Optimization 34 (1996) 635–659.https://doi.org/10.1137/S0363012994260945Google Scholar
  29. G. Stefani, P. Zezza: Constrained regular LQ-control problems, SIAM J. Control Optimization 35 (1997) 876–900.https://doi.org/10.1137/S0363012995286848Google Scholar
  30. J. Warga: A second-order Lagrangian condition for restricted control problems, J. Optimization Theory Appl. 24 (1978) 475–483.https://doi.org/10.1007/BF00932890Google Scholar
  31. V. Zeidan: The Riccati equation for optimal control problems with mixed state-control constraints: Necessity and sufficiency, SIAM J. Control Optimization 32 (1994) 1297–1321.https://doi.org/10.1137/S0363012992233640Google Scholar
  32. V. Zeidan: Admissible directions and generalized coupled points for optimal control problems, Nonlinear Anal., Theory Methods Appl. 26 (1996) 479–507.https://doi.org/10.1016/0362-546X(94)00293-QGoogle Scholar
  33. V. Zeidan, P. Zezza: The conjugate point condition for smooth control sets, J. Math. Anal. Appl. 132 (1988) 572–589.https://doi.org/10.1016/0022-247X(88)90085-6Google Scholar
  34. V. Zeidan, P. Zezza: Necessary conditions for optimal control problems: Conjugate points, SIAM J. Control Optimization 26 (1988) 592–608.https://doi.org/10.1137/0326035Google Scholar
  35. V. Zeidan, P. Zezza: Conjugate points and optimal control: Counterexamples, IEEE Trans. Autom. Control 34 (1989) 254–255.https://doi.org/10.1109/9.21115Google Scholar
  36. V. Zeidan, P. Zezza: Coupled points in optimal control theory, IEEE Trans. Autom. Control 36 (1991) 1276–1281.https://doi.org/10.1109/9.100937Google Scholar

J. F. Rosenblueth. “Convex Cones and Conjugacy for Inequality Control Constraints.” Journal of Convex Analysis 14 (2007), No. 2, 361–393. https://doi.org/10.68381/jca14025