On the SQH method for solving optimal control problems with non-smooth state cost functionals or constraints

DOI10.1016/j.cam.2022.114515zbMath1494.49007OpenAlexW4283068557MaRDI QIDQ2161052

Tim Breitenbach

Publication date: 4 August 2022

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2022.114515

zbMATH Keywords

Pontryagin maximum principleoptimal control problemsnon-smooth state constraintnon-smooth state cost termsequential quadratic Hamiltonian (SQH) scheme

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for problems involving ordinary differential equations (49K15)

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