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Optimization of Higher-Order Differential Inclusions with Special Boundary Value Conditions

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  • Elimhan N. Mahmudov

    (Istanbul Technical University
    Azerbaijan National Academy of Sciences, Institute of Control Systems)

Abstract

The paper is devoted to Lagrange problem of optimal control theory with higher-order differential inclusions (HODI) and special boundary conditions. Optimality conditions are derived for HODIs, as well as for their discrete analogy. In this case, discretization method of the second-order differential inclusion is used to form sufficient optimality conditions for HODIs and periodic boundary conditions, the so-called transversality conditions. And to construct an Euler–Lagrange-type inclusion, a locally adjoint mapping is used, which is closely related to the coderivative concept of Mordukhovich. In turn, this approach requires several important equivalence results concerning LAMs to the discrete and discrete-approximate problems. The results obtained are demonstrated by the optimization of some “linear” optimal control problems, for which the Weierstrass–Pontryagin maximum principle and transversality conditions are formulated.

Suggested Citation

  • Elimhan N. Mahmudov, 2022. "Optimization of Higher-Order Differential Inclusions with Special Boundary Value Conditions," Journal of Optimization Theory and Applications, Springer, vol. 192(1), pages 36-55, January.
    • Handle: RePEc:spr:joptap:v:192:y:2022:i:1:d:10.1007_s10957-021-01936-6
    DOI: 10.1007/s10957-021-01936-6
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    References listed on IDEAS

    as
    1. Elimhan N. Mahmudov, 2018. "Optimization of Mayer Problem with Sturm–Liouville-Type Differential Inclusions," Journal of Optimization Theory and Applications, Springer, vol. 177(2), pages 345-375, May.
    2. Y. I. Alber & R. S. Burachik & A. N. Iusem, 1997. "A proximal point method for nonsmooth convex optimization problems in Banach spaces," Abstract and Applied Analysis, Hindawi, vol. 2, pages 1-24, January.
    3. Y. K. Chang & W. T. Li, 2006. "Controllability of Second-Order Differential and Integro-Differential Inclusions in Banach Spaces," Journal of Optimization Theory and Applications, Springer, vol. 129(1), pages 77-87, April.
    4. Dimplekumar N. Chalishajar, 2012. "Controllability of Second Order Impulsive Neutral Functional Differential Inclusions with Infinite Delay," Journal of Optimization Theory and Applications, Springer, vol. 154(2), pages 672-684, August.
    5. M. Benchohra & S. K. Ntouyas, 2001. "Controllability for an Infinite-Time Horizon of Second-Order Differential Inclusions in Banach Spaces with Nonlocal Conditions," Journal of Optimization Theory and Applications, Springer, vol. 109(1), pages 85-98, April.
    6. G. Arthi & K. Balachandran, 2012. "Controllability of Damped Second-Order Impulsive Neutral Functional Differential Systems with Infinite Delay," Journal of Optimization Theory and Applications, Springer, vol. 152(3), pages 799-813, March.
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