ON THE RELATION BETWEEN TWO APPROACHES TO EXTERIOR PENALTY METHOD FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS

DOI10.32523/2077-9879-2021-12-4-21-42zbMath1499.49005OpenAlexW4285050543MaRDI QIDQ5067397

Mohammed Benharrat, Abdelwahhab Hammoudi

Publication date: 1 April 2022

Published in: Eurasian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/emj420

zbMATH Keywords

optimal controlnonlinear systemspenalty functioncontrol-state constraints

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exterior penalty in optimal control problem with state-control constraints
• Maximum principle for optimal control problems with intermediate constraints
• An exact penalty function algorithm for optimal control problems with control and terminal equality constraints. I
• An exact penalty function algorithm for optimal control problems with control and terminal equality constraints. II
• A generalization of a result of Jones and McCormick on optimal control problem
• Necessary conditions for optimal control problems with bounded state by a penalty method
• A penalty function proof of the maximum principle
• Penalty method for an optimal control problem with equality and inequality constraints
• Numerical methods for optimal control problems with state constraints
• The exact penalty function method in constrained optimal control problems
• Optimal control problems via exact penalty functions
• Constrained optimal control of linear and hybrid systems
• Approximate penalty method in optimal control problems for nonsmooth singular systems
• Necessary second-order conditions for a weak local minimum in a problem with endpoint and control constraints
• An interior penalty method for optimal control problems with state and input constraints of nonlinear systems
• Exact penalization of terminal constraints for optimal control problems
• On Barriers in State and Input Constrained Nonlinear Systems
• Constrained optimal control of switched systems based on modified BFGS algorithm and filled function method
• Optimal Control Problems with Mixed Constraints
• The smoothed-penalty algorithm for state constrained optimal control problems for partial differential equations
• Applications of the penalty function method in constrained optimal control problems
• Application of the epsilon method and the method of multipliers to a non-linear optimal control problem
• Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
• Applications of the exterior penalty method in constrained optimal control problems
• A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
• Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
• Optimal capital growth with convex shortfall penalties
• Some Mathematical Theory of the Penalty Method for Solving Optimum Control Problems
• Penalty Functions and Bounded Phase Coordinate Control
• Second-Order and Stability Analysis for State-Constrained Elliptic Optimal Control Problems with Sparse Controls
• Duality for Control Problems
• Non-Linear Programming Via Penalty Functions
• On a New Computing Technique in Optimal Control
• Generalized Penalty Methods in Topological Spaces
• A Generalization of the Method of Balakrishnan: Inequality Constraints and Initial Conditions
• Variational methods for the solution of problems of equilibrium and vibrations

This page was built for publication: ON THE RELATION BETWEEN TWO APPROACHES TO EXTERIOR PENALTY METHOD FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS