A Penalty Shifting Method for Constrained Optimal Control Problems

A constructive interior penalty method for optimal control problems

This paper exposes a methodology which allows us to address constrained optimal control of non linear systems by interior penalty methods. A constructive choice for the penalty functions that are introduced to account for the constraints is established in the article. It is shown that it allows us to approach the solution of the non linear optimal control problem using a sequence of unconstrain...

A Method for Solving Optimal Control Problems Using Genetic Programming

This paper deals with a novel method for solving optimal control problems based on genetic programming. This approach produces some trial solutions and seeks the best of them. If the solution cannot be expressed in a closed analytical form then our method produces an approximation with a controlled level of accuracy. Using numerical examples, we will demonstrate how to use the results.

A multigrid method for constrained optimal control problems

We consider the fast and efficient numerical solution of linear-quadratic optimal control problems with additional constraints on the control. Discretization of the first-order conditions leads to an indefinite linear system of saddle point type with additional complementarity conditions due to the control constraints. The complementarity conditions are treated by a primal-dual activeset strate...

A box-constrained differentiable penalty method for nonlinear complementarity problems

A New Optimal Solution Concept for Fuzzy Optimal Control Problems

In this paper, we propose the new concept of optimal solution for fuzzy variational problems based on the possibility and necessity measures. Inspired by the well–known embedding theorem, we can transform the fuzzy variational problem into a bi–objective variational problem. Then the optimal solutions of fuzzy variational problem can be obtained by solving its corresponding biobjective variatio...