화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.33, No.3, 882-915, 1995
Discrete Approximations and Refined Euler-Lagrange Conditions for Nonconvex Differential-Inclusions
This paper deals with the Bolza problem (P) for differential inclusions subject to general endpoint constraints. We pursue a twofold goal. First, we develop a finite difference method for studying (P) and construct a discrete approximation to (P) that ensures a strong convergence of optimal solutions. Second, we use this direct method to obtain necessary optimality conditions in a refined Euler-Lagrange form without standard convexity assumptions. In general, we prove necessary conditions for the so-called intermediate relaxed local minimum that takes an intermediate place between the classical concepts of strong and weak minima. In the case of a Mayer cost functional or boundary solutions to differential inclusions, this Euler-Lagrange form herds without any relaxation. The results obtained are expressed in terms of nonconvex-valued generalized differentiation constructions for nonsmooth mappings and sets.