An exact penalty function algorithm for optimal control problems with control and terminal equality constraints. I

DOI10.1007/BF00934725zbMath0417.49042OpenAlexW2986051624MaRDI QIDQ755155

Elijah Polak, David Q. Mayne

Publication date: 1980

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934725

zbMATH Keywords

control constraintsoptimal control problemspenalty function algorithm

Mathematics Subject Classification ID

Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30)

Related Items (11)

A computational method for a class of optimal relaxed control problems ⋮ ON THE RELATION BETWEEN TWO APPROACHES TO EXTERIOR PENALTY METHOD FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS ⋮ A relaxation approach to optimal control of Volterra integral equations ⋮ A computational algorithm for solving optimal control problems with control and terminal eqality constraints ⋮ An exact penalty function algorithm for time-lag control problems with control and terminal equality constraints ⋮ Differential dynamic programming and Newton's method ⋮ An exact penalty method for constrained optimal control problems ⋮ Optimal control problems governed by a variational inequality via nonlinear Lagrangian methods ⋮ Numerical approximation of nonconvex optimal control problems defined by parabolic equations ⋮ Feasible direction algorithm for optimal control problems with state and control constraints: Implementation ⋮ Approximation of relaxed nonlinear parabolic optimal control problems

Cites Work

• On the global stabilization of locally convergent algorithms
• First-order strong variation algorithms for optimal control
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