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Augmentability in Optimal Control

Javier F. Rosenblueth


The main purpose of this talk is to show how the theory of augmentability in optimization can be successfully applied to optimal control problems. In particular, an assumption of augmentability is used in place of normality to establish first and second order necessary conditions for a minimum for optimal control problems involving mixed constraints. We illustrate the fact that one can have normality without augmentability and augmentability without normality. Moreover, this type of augmentability, based on generalized Hamiltonians, leads to a method for finding numerical solutions of constrained optimal control problems.

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