On nonconvex optimal control problems

Abstract

Abstract The paper addresses the general optimal control (OC) problem with inequality constraints and a cost functional of Bolza given by d.c. functions with respect to the state in the terminal and integrand parts of the functionals. First, we reduce the original OC problem with inequality constraints to the one without constraints with the help of the Exact Penalization Theory. Further, we show that the auxiliary (penalized) problem also possesses the state-DC-structure. Employing this property, we develop the new Global Optimality Conditions (GOCs) and discuss some its features allowing to construct the new schemes of local and global searchers. Finally we elucidate the relations of the GOCs to the classical OC theory, in particular, to the Pontryagin’s maximum principle.