An exact penalty method for free terminal time optimal control problem with continuous inequality constraints
From MaRDI portal
Publication:1762391
DOI10.1007/s10957-012-0006-9zbMath1264.49036OpenAlexW2083481510MaRDI QIDQ1762391
Guang-Ren Duan, Kok Lay Teo, Canghua Jiang, Qun Lin, Chang Jun Yu
Publication date: 26 November 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0006-9
Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving relations other than differential equations (49J21)
Related Items
Smooth exact penalty functions: a general approach, An exact penalty function method for optimal control of a Dubins airplane in the presence of moving obstacles, Minimizing control variation in nonlinear optimal control, Application of the hypodifferential descent method to the problem of constructing an optimal control, A new computational strategy for optimal control problem with a cost on changing control, Smooth exact penalty functions. II: A reduction to standard exact penalty functions, Nonzero-sum stochastic differential game between controller and stopper for jump diffusions, The control parameterization method for nonlinear optimal control: a survey, Optimal control of nonlinear switched systems: computational methods and applications, An efficient adjoint computational method based on lifted IRK integrator and exact penalty function for optimal control problems involving continuous inequality constraints, A new exact penalty method for semi-infinite programming problems, A novel multidimensional penalty‐free approach for constrained optimal control of switched control systems, Efficient delay and parameter estimation for nonlinear systems based on lifted IRK integrators with inexact Jacobians, Adaptive control arc length-based time grid refinement control parameterisation method for unmanned hypersonic vehicle reentry trajectory optimisation, A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures, Optimal control problems with stopping constraints, Solving invex multitime control problems with first‐order PDE constraints via the absolute value exact penalty method, Finite-time optimal consensus control for second-order multi-agent systems, Translation, solving scheme, and implementation of a periodic and optimal impulsive state control problem, Feedforward and feedback vibration control and algorithm design for cable-bridge structure nonlinear systems, A simple exact penalty function method for optimal control problem with continuous inequality constraints, Optimal control of impulsive switched systems with minimum subsystem durations, A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations, Robust penalty function method for an uncertain multi-time control optimization problems, A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness, An interior penalty method for optimal control problems with state and input constraints of nonlinear systems, A computational method for free terminal time optimal control problem governed by nonlinear time delayed systems, A unifying theory of exactness of linear penalty functions, Optimal investment strategy on advertisement in duopoly, Visual MISER: an efficient user-friendly visual program for solving optimal control problems, Time-optimal control problem for a linear parameter varying system with nonlinear item, Convergence properties of a class of exact penalty methods for semi-infinite optimization problems, Numerical solution of a pursuit-evasion differential game involving two spacecraft in low earth orbit
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new exact penalty function method for continuous inequality constrained optimization problems
- Optimal control problems with a continuous inequality constraint on the state and the control
- A new computational algorithm for functional inequality constrained optimization problems
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- A Penalty Method Approach for Open-Loop Variational Games with Equality Constraints
- A simple computational procedure for optimization problems with functional inequality constraints
- A computational method for free time optimal control problems, with application to maximizing the range of an aircraft-like projectile
- A Computational Method for a Class of Dynamical Optimization Problems in which the Terminal Time is Conditionally Free
- A New Exact Penalty Function
