Nondegenerate abnormality, controllability, and gap phenomena in optimal control with state constraints

TL;DR

This paper establishes conditions under which no infimum gap occurs and controllability is achieved in optimal control problems with state constraints, using a nonsmooth maximum principle and constraint qualifications.

Contribution

It introduces new sufficient conditions for absence of infimum gaps and controllability based on a nondegenerate nonsmooth maximum principle and constraint qualifications.

Findings

No gap if an extended minimizer is a nondegenerate normal extremal.

Either an extended solution is a nondegenerate abnormal extremal or the system is controllable to it.

Application to impulsive control problems demonstrates the theoretical results.

Abstract

In optimal control theory, infimum gap means that there is a gap between the infimum values of a given minimum problem and an extended problem, obtained by enlarging the set of original solutions and controls. The gap phenomenon is somewhat "dual" to the problem of the controllability of the original control system to an extended solution. In this paper we present sufficient conditions for the absence of an infimum gap and for controllability for a wide class of optimal control problems subject to endpoint and state constraints. These conditions are based on a nondegenerate version of the nonsmooth constrained maximum principle, expressed in terms of subdifferentials. In particular, under some new constraint qualification conditions, we prove that: (i) if an extended minimizer is a nondegenerate normal extremal, then no gap shows up; (ii) given an extended solution verifying the constraints, either it is a nondegenerate abnormal extremal, or the original system is controllable to it. An application to the impulsive extension of a free end-time, non-convex optimization problem with control-polynomial dynamics illustrates the results.