화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.35, No.1, 56-77, 1997
The Extended Euler-Lagrange Condition for Nonconvex Variational-Problems
This paper provides necessary conditions of optimality for a general variational problem for which the dynamic constraint is a differential inclusion with a possibly nonconvex right side. They take the form of an Euler-Lagrange inclusion involving convexification in only one coordinate? supplemented by the transversality and Weierstrass conditions. It is also shown that for time-invariant, free time problems, the adjoint are can be chosen so that the Hamiltonian function is constant along the minimizing state are. The methods used here, based on simple "finite dimensional" nonsmooth calculus, Clarke decoupling, and a rudimentary version of the maximum principle, offer an alternative, and somewhat simpler, derivation of such results to those used by Ioffe and Rockafellar in concurrent research.