Local Minimality of a Lipschitz Extremal
Canadian journal of mathematics, Tome 44 (1992) no. 2, pp. 436-448

Voir la notice de l'article provenant de la source Cambridge University Press

In this paper the question of weak and strong local optimality of a Lipschitz (as opposed to C1 ) extremal is addressed. We show that the classical Jacobi sufficient conditions can be extended to the case of Lipschitz candidates. The key idea for this achievement lies in proving that the “generalized” strengthened Weierstrass condition is equivalent to the existence of a “feedback control” function at which the maximum in the “true” Hamiltonian is attained. Then the Hamilton-Jacobi approach is pursued in order to conclude the result.
DOI : 10.4153/CJM-1992-028-0
Mots-clés : Primary:, 49B10
Zeidan, Vera. Local Minimality of a Lipschitz Extremal. Canadian journal of mathematics, Tome 44 (1992) no. 2, pp. 436-448. doi: 10.4153/CJM-1992-028-0
@article{10_4153_CJM_1992_028_0,
     author = {Zeidan, Vera},
     title = {Local {Minimality} of a {Lipschitz} {Extremal}},
     journal = {Canadian journal of mathematics},
     pages = {436--448},
     year = {1992},
     volume = {44},
     number = {2},
     doi = {10.4153/CJM-1992-028-0},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CJM-1992-028-0/}
}
TY  - JOUR
AU  - Zeidan, Vera
TI  - Local Minimality of a Lipschitz Extremal
JO  - Canadian journal of mathematics
PY  - 1992
SP  - 436
EP  - 448
VL  - 44
IS  - 2
UR  - http://geodesic.mathdoc.fr/articles/10.4153/CJM-1992-028-0/
DO  - 10.4153/CJM-1992-028-0
ID  - 10_4153_CJM_1992_028_0
ER  - 
%0 Journal Article
%A Zeidan, Vera
%T Local Minimality of a Lipschitz Extremal
%J Canadian journal of mathematics
%D 1992
%P 436-448
%V 44
%N 2
%U http://geodesic.mathdoc.fr/articles/10.4153/CJM-1992-028-0/
%R 10.4153/CJM-1992-028-0
%F 10_4153_CJM_1992_028_0

[1] 1. Akhiezer, N.I., The calculus of variations. Blaisdell Publishing, Boston, 1962. Google Scholar

[2] 2. Ball, J. and Mizel, V., One-dimensional variational problems whose minimizers do not satisfy the Euler- Lagrange equation, Arch. Rat. Mech. Anal. 90(1985), 325–388. Google Scholar

[3] 3. Bolza, O., Lectures on the calculus of variations. University of Chicago Press, 1904. reprinted by Chelsea Press, 1961. Google Scholar

[4] 4. Caratheodory, C., Calculus of variations and partial differential equations of the first order. (Holden-Day, 1965. 1967); reprinted by Chelsea Press, 1982. Google Scholar

[5] 5. Cesari, L., Optimization—theory and applications. Springer-Verlag, New York, 1983. Google Scholar

[6] 6. Clarke, F.H., Optimization andnonsmooth analysis. Wiley and Sons, New York 1983. Google Scholar

[7] 7. Clarke, F.H., Methods of dynamic and Nonsmooth optimization. CBMS-NSF5, Society for Industrial and Applied Mathematics, 1989. Google Scholar

[8] 8. Clarke, F.H. and Vinter, R.B., On the conditions under which the Euler equation or the maximum principle hold, Appl. Math. Optim. 12(1984), 73–79. Google Scholar

[9] 9. Clarke, F.H., Regularity properties of solutions to the basic problem in the calculus of variations, Trans. Amer. Math. Soc. 289(1985), 73–98. Google Scholar

[10] 10. Clarke, F.H. and Loewen, P.D., Intermediate existence and regularity in the calculus of variations, Appl. Math. Letters 1(1988), 193–195. Google Scholar

[11] 11. Clarke, F.H., An intermediate existence theory in the calculus of variations, Annali Scuola Norm. Sup., to appear. Google Scholar

[12] 12. Clarke, F.H. and Zeidan, V., Sufficiency and the Jacobi condition in the calculus of variations, Can. J. Math. 38(1986)1199–1209. Google Scholar

[13] 13. Ewing, G.M., Calculus of variations with applications. W.W. Norton and Co. New York, 1969. Google Scholar

[14] 14. Fleming, W.H. and Rishel, R.W., Deterministic and stochastic optimal control. Springer-Verlag, New York, 1975. Google Scholar

[15] 15. Gelfand, I. M. and Fomin, S.V., Calculus of variations. Prentice-Hall, Inc., New Jersey, 1963. Google Scholar

[16] 16. Hestenes, M.R., Calculus of variations and optimal control theory. Wiley and Sons, New York, 1966. Google Scholar

[17] 17. Leitmann, G., The calculus of variations and optimal control. Plenum Press, New York, 1981. Google Scholar

[18] 18. Loewen, P.D., Second-order sufficiency criteria and local convexity for equivalent problems in the calculus of variations, J. Math. Anal. Appl. 146(1990), 512–522. Google Scholar

[19] 19. Reid, W.T., Ordinary differential equations. John Wiley & Sons, New York, 1971. Google Scholar

[20] 20. Rockafellar, R.T., Existence theorems for general control problems of Bolza and Lagrange, Adv. in Math. 15(1975), 312–333. Google Scholar

[21] 21. Sagan, H., Introduction to the calculus of variations. McGraw-Hill, New York, 1969. Google Scholar

[22] 22. Warga, J., Optimal control of differential and functional equations. Academic Press, New York, 1972. Google Scholar

[23] 23. Zeidan, V., Sufficient conditions for the generalized problem of Bolza, Trans. Amer. Math. Soc. 275(1983), 561–586. Google Scholar

[24] 24. Zeidan, V., A modified Hamilton-Jacobi approach in the generalized problem of Bolza, Appl. Math. Optim. 11(1984), 97–109. Google Scholar

[25] 25. Zeidan, V., First and second order sufficient conditions for optimal control and the calculus of variations, Appl. Math. Optim. 11(1984), 209-226. Google Scholar

[26] 26. Zeidan, V., Sufficiency conditions with minimum regularity assumptions, Appl. Math. Optim. 20(1989), 19-31. Google Scholar

[27] 27. Zeidan, V. and Zezza, P., The Jacobi necessary and sufficient condition for Lipschitz extrema, Bolletino dell'Unione Matematica Italiana VII. Series B4, 2(1990), 275-284. Google Scholar

Cité par Sources :