Nondegenerate Necessary Conditions for Nonconvex Optimal Control Problems with State Constraints

Abstract

Standard versions of the maximum principle for optimal control problems with pathwise state inequality constraints are satisfied by a trivial set of multipliers in the case when the left endpoint is fixed and lies in the boundary of the state constraint set, and so give no useful information about optimal controls. Recent papers have addressed the problem of overcoming this degenerate feature of the necessary conditions. In these papers it is typically shown that, if a constraint qualification is imposed, requiring existence of inward pointing velocities, then sets of multipliers exist in addition to the trivial ones. A simple, new approach for deriving nondegenerate necessary conditions is presented, which permits relaxation of hypotheses previously imposed, concerning data regularity and convexity of the velocity set. © 1999 Academic Press.