Necessary optimality condition for the minimal time crisis relaxing transverse condition via regularization

Térence Bayen (1) , Kenza Boumaza (2) , Alain Rapaport (2)

1 LMA - EA2151 Laboratoire de Mathématiques d'Avignon
2 MISTEA - Mathématiques, Informatique et STatistique pour l'Environnement et l'Agronomie

We derive necessary optimality conditions for the time of crisis problem under a more general hypothesis than the usual one encountered in the hybrid setting, which requires that any optimal solution should cross the boundary of the constraint set transversely. Doing so, we apply the Pontryagin Maximum Principle to a sequence of regular optimal control problems whose integral cost approximates the time of crisis. Optimality conditions are derived by passing to the limit in the Hamiltonian system (without the use of the hybrid maximum principle). This convergence result essentially relies on the boundedness of the sequence of adjoint vectors in Linfinity. Our main contribution is to relate this property to the boundedness in L1 of a suitable sequence which allows to avoid the use of the transverse hypothesis on optimal paths. An example with non transverse trajectories for which necessary conditions are derived highlights the use of this new condition.

Mots clés: Time crisis; Necessary optimality conditions; Hybrid Maximum Principle; Regularization; Transverse crossing time

Domaines: Optimisation et contrôle [math.OC]

Térence Bayen, Kenza Boumaza, Alain Rapaport. Necessary optimality condition for the minimal time crisis relaxing transverse condition via regularization. 2021. ⟨hal-03153881v2⟩