Semi-infinite programming approach to continuously-constrained linear-quadratic optimal control problems
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Publication:5942222
DOI10.1023/A:1017539525721zbMath0979.49028OpenAlexW48979750MaRDI QIDQ5942222
Satoshi Ito, Kok Lay Teo, H. W. Joseph Lee, Yanqun Liu
Publication date: 28 August 2001
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1017539525721
parametrizationapproximate quadratic semi-infinite programming problemcontinuous linear state constraintslinear-quadratic optimal control problems
Related Items (8)
Uniformly Lipschitz feedback optimal controls in a linear-quadratic framework ⋮ Numerical method for a class of optimal control problems subject to nonsmooth functional constraints ⋮ Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework ⋮ Method of evolving junctions: a new approach to optimal control with constraints ⋮ An approximation approach to non-strictly convex quadratic semi-infinite programming ⋮ Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems ⋮ An approximate method for solving a class of nonlinear optimal control problems ⋮ Semi-infinite programming approach to nonlinear time-delayed optimal control problems with linear continuous constraints
Uses Software
Cites Work
- A new computational algorithm for functional inequality constrained optimization problems
- MISER3:Solving optimal control problems—an update
- An algorithm for optimization problems with functional inequality constraints
- A dual parameterization approach to linear-quadratic semi-infinite programming problems
- A dual parametrization method for convex semi-infinite programming
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