<journal article>
FIRST- AND SECOND-ORDER DIRECTIONAL DERIVATIVES OF A MAX-TYPE FUNCTION INDUCED FROM AN INEQUALITY STATE CONSTRAINT

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Abstract In this paper, we deal with a max-type function $ S(x) := mathrm{max}_{t in T} f(x(t), t) $, where $ x $ is a $ n $-dimensional vector-valued continuous functions. This max-type function is induced fr...om an inequality state constraint $ f(x(t), t) leqq 0 $, which appears in variational problems and optimal control problems. We give formulae for first- and second-order directional derivatives of $ S(x) $. We show that the one-side state constraint $ x(t) geqq a(t) $ always forms an envelope except two trivial cases.show more

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Created Date 2009.04.22
Modified Date 2020.10.22

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