Interior point methods in optimal control (Q6612251)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Interior point methods in optimal control |
scientific article; zbMATH DE number 7920195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interior point methods in optimal control |
scientific article; zbMATH DE number 7920195 |
Statements
Interior point methods in optimal control (English)
0 references
30 September 2024
0 references
This paper deals with approximation of stationary points of general optimal control problems. More precisely, a general constrained optimal control problem with a fixed horizon is given. Then, some first order necessary conditions for optimality are revised, as for instance the notion of stationary points. The main contribution of the paper is the introduction of a penalized optimal control problem associated to the original one which approximate the given optimal control problem in the sense of stationarity: a sequence of penalized stationary points for the penalized problem converges (up to a subsequence) to a stationary problem of the given problem.
0 references
optimal control
0 references
state constraints
0 references
mixed constraints
0 references
interior point methods
0 references
primal-dual methods
0 references
0 references
0 references
0 references
0 references
0 references
