Quadratic Optimal Control of Linear Complementarity Systems: First order necessary conditions and numerical analysis
Commande optimale quadratique des Systèmes de Complémentarité Linéaire : conditions nécessaires du premier ordre, analyse numérique
Abstract
This article is dedicated to the analysis of quadratic optimal control of linear complementarity systems (LCS), which are a class of strongly nonlinear and nonsmooth dynamical systems. Necessary first-order conditions are derived, that take the form of an LCS with inequality constraints, hence are numerically tractable. Sufficiency is proved in a specific sense. Numerical examples illustrate the theoretical developments and demonstrate the efficiency of the complementarity approach.
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