SIAM Journal on Control and Optimization, Vol.32, No.2, 516-537, 1994
On the Gradient Projection Method for Optimal-Control Problems with Nonnegative L(2) Inputs
Local convergence and active constraint identification theorems are proved for gradient-projection iterates in the cone of nonnegative L2 functions on [0,1]. The theorems are based on recently established infinite-dimensional extensions of the Kuhn-Tucker sufficient conditions and are directly applicable to a large class of continuous-time optimal control problems with smooth nonconvex nonquadratic objective functions and Hamiltonians that are quadratic in the control input u.