Necessary and sufficient conditions of optimality for second order discrete and differential inequalities

Abstract

Abstract The present paper studies the optimization of the Bolza problem with a system of convex and nonconvex, discrete and differential state variable second-order inequality constraints by deriving necessary and sufficient conditions of optimality. The problem with a system of discrete-approximation inequalities is investigated using the proposed method of discretization and equivalence theorems for subdifferential inclusions, which greatly contributes to the derivation of adjoint discrete inclusions generated by a given system of nonlinear inequality constraints. Furthermore, we formulate sufficient conditions of optimality for the continuous problem by passing to the case of limit. A numerical example is provided to illustrate the theoretical approach’s effectiveness.