Abstract
Consider the following Bolza problem: {Mathematical expression} We show that, under suitable assumptions on F, G, h, all optimal trajectories are bang-bang. The proof relies on a geometrical approach that works for every smooth two-dimensional manifold. As a corollary, we obtain existence results for nonconvex optimization problems.
Original language | English (US) |
---|---|
Pages (from-to) | 155-165 |
Number of pages | 11 |
Journal | Journal of Optimization Theory and Applications |
Volume | 83 |
Issue number | 1 |
DOIs | |
State | Published - Oct 1994 |
Externally published | Yes |
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics
Keywords
- Bolza problems
- Control theory
- bang-bang property
- nonconvex optimization problems