On Second-Order Necessary Conditions for Broken Extremals

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Abstract

We consider optimal control problems with initial–final state equality and inequality constraints and running mixed state-control equality constraints given by smooth functions. The mixed constraints satisfy the regularity assumption of linear independence of gradients with respect to the control. We present simple proofs of second-order necessary conditions for (extended) weak minimum for extremals with discontinuous controls in these problems.

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Osmolovskii, N. P. (2015). On Second-Order Necessary Conditions for Broken Extremals. Journal of Optimization Theory and Applications, 164(2), 379–406. https://doi.org/10.1007/s10957-014-0599-2

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