Optimization methods for solving bang-bang control problems with state constraints and the verification of sufficient conditions

Abstract

We consider bang-bang control problems with state inequality constraints. It is shown that the control problem induces an optimization problem where the optimization vector consists of all switching times of the bang-bang control and junction times with boundary arcs. The induced optimization problem is a generalization of the one studied in [1], [19]. [20], [22] for bang-bang controls without state constraints. We develop second order sufficient conditions (SSC) for the state-constrained control problem which require that (1) the SSC for the induced optimization problem are satisfied and (2) additional conditions for the switching function hold at switching and junction times. An optimization algorithm is presented which simultaneously carries out the second-order test. The algorithm is illustrated on a numerical example in cancer chemotherapy.