Necessary Second-Order Conditions for a Strong Local Minimum in a Problem with Endpoint and Control Constraints

Abstract

AbstractThe method of sliding modes (relaxation) was originally invented in optimal control in order to give a transparent proof of the maximum principle (a first-order necessary condition for a strong local minimum) using the local maximum principle (a first-order necessary condition for a weak local minimum). In the present work, we use this method to derive second-order necessary conditions for a strong local minimum on the base of such conditions for a weak local minimum. For simplicity, we confine ourselves to the consideration of the Mayer problem with endpoint equality and inequality constraints and control inequality constraints given by a finite number of twice smooth functions. Assuming that the gradients of active control constraints are linearly independent, we provide a rather short proof of second-order necessary conditions for a strong local minimum.