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Second-order KKT optimality conditions for multi-objective optimal control problems

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arxiv 1712.09743 v1 pith:JPRVRH57 submitted 2017-12-28 math.OC

Second-order KKT optimality conditions for multi-objective optimal control problems

classification math.OC
keywords problemsoptimalconditionscontrolmulti-objectiveoptimalitysecond-orderconstraint
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In this paper, we study second-order necessary and sufficient optimality conditions of Karush--Kuhn--Tucker-type for locally optimal solutions in the sense of Pareto to a class of multi-objective optimal control problems with mixed pointwise constraint. To deal with the problems, we first derive second-order optimality conditions for abstract multi-objective optimal control problems which satisfy the Robinson constraint qualification. We then apply the obtained results to our concrete problems. The proofs of obtained results are direct, self-contained without using scalarization techniques.

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