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Exact penalty functions for optimal control problems I: Main theorem and free‐endpoint problems

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Publication:5131030
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DOI10.1002/oca.2530zbMath1451.49026arXiv1903.00236OpenAlexW2918200358MaRDI QIDQ5131030

Maksim V. Dolgopolik, Alexander Fominyh

Publication date: 2 November 2020

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.00236


zbMATH Keywords

optimal controldifferential inclusionexact penalty functionfree-endpoint problem


Mathematics Subject Classification ID

Optimality conditions for problems involving relations other than differential equations (49K21)


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Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates ⋮ DC semidefinite programming and cone constrained DC optimization. I: Theory ⋮ A penalty function-based greedy diffusion search algorithm for the optimization of constrained nonlinear dynamical processes with discrete-valued input ⋮ Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming ⋮ A local search scheme for the inequality-constrained optimal control problem







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