Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index

Abstract

We study optimal control problems for general unstructured nonlinear differential-algebraic equations of arbitrary index. In particular, we derive necessary conditions in the case of linear-quadratic control problems and extend them to the general nonlinear case. We also present a Pontryagin maximum principle for general unstructured nonlinear DAEs in the case of restricted controls. Moreover, we discuss the numerical solution of the resulting two-point boundary value problems and present a numerical example.