The non-parameter penalty function method in constrained optimal control problems
نویسندگان
چکیده
منابع مشابه
Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to ...
متن کاملAn Exact Penalty Function Method for Continuous Inequality Constrained Optimal Control Problem
In this paper, we consider a class of optimal control problems subject to equality terminal state constraints and continuous state and control inequality constraints. By using the control parametrization technique and a time scaling transformation, the constrained optimal control problem is approximated by a sequence of optimal parameter selection problems with equality terminal state constrain...
متن کاملA 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...
متن کاملSolving The Optimal Control Problems Using Homotopy Perturbation Transform Method
Inthispaper,wesolveHamilton-Jocobi-Bellman(HJB)equationsarisinginoptimalcontrolproblems usingHomotopyPerturbationTransformMethod(HPTM).Theproposedmethodisacombinedform oftheLaplaceTransformationMethodwiththeHomotopyPerturbationMethodtoproduceahighly effectivemethodtohandlemanyproblems. ApplyingtheHPTM,solutionprocedurebecomeseasier, simplerandmorestraightforward. Someillustrativeexamplesaregive...
متن کاملA 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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Stochastic Analysis
سال: 1991
ISSN: 1048-9533,1687-2177
DOI: 10.1155/s1048953391000138