Section: New Results

Optimality conditions in Pontryagin form for optimal control problems

Participants : Joseph Frédéric Bonnans, Xavier Dupuis, Laurent Pfeiffer.

Necessary conditions

In the paper [31] , we state and prove first- and second-order necessary conditions in Pontryagin form for optimal control problems with pure state and mixed control-state constraints. We say that a Lagrange multiplier of an optimal control problem is a Pontryagin multiplier if it is such that Pontryagin's minimum principle holds, and we call optimality conditions in Pontryagin form those which only involve Pontryagin multipliers. Our conditions rely on a technique of partial relaxation, and apply to Pontryagin local minima.

Sufficient conditions

In the paper [32] , we consider sufficient conditions. More precisely, given a reference feasible trajectory of an optimal control problem, we say that the quadratic growth property for bounded strong solutions holds if the cost function of the problem has a quadratic growth over the set of feasible trajectories with a bounded control and with a state variable sufficiently close to the reference state variable. Our sufficient second-order optimality conditions in Pontryagin form ensure this property and ensure a fortiori that the reference trajectory is a bounded strong solution. Our proof relies on a decomposition principle, which is a particular second-order expansion of the Lagrangian of the problem.

Shooting Approach to Optimal Control Problems

Participant : Joseph Frédéric Bonnans.

In the paper [24] we give an overview of the shooting technique for solving deterministic optimal control problems. This approach allows to reduce locally these problems to a finite dimensional equation. We first recall the basic idea, in the case of unconstrained or control constrained problems, and show the link with second-order optimality conditions and the analysis or discretization errors. Then we focus on two cases that are now better understood: state constrained problems, and affine control systems. We end by discussing extensions to the optimal control of a parabolic equation.