SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control
type: Item
instance of: scholarly article
title: SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control
zbMATH Open document ID: 0963.65070
DOI: 10.1016/S0377-0427(00)00305-8
author: Christof Büskens
author: Helmut Maurer
published in: Journal of Computational and Applied Mathematics
publication date: 2001-07-03T00:00:00Z
review text: Control systems described by nonlinear ordinary differential equations depending on parameters are considered in this paper. A performance index is minimized with respect to mixed state-control constraints. The problem is transcribed into a nonlinear programming problem by discretization of the continuous optimization problem. Sequential quadratic programming (SQP) methods are proposed as solver. The estimation of the adjoint variables is discussed. Second-order sufficient conditions for the optimal solution are derived. A first-order Taylor expansion is used for a fast online approximation for the perturbed solution. Sensitivity analysis for the perturbed optimal control problem is investigated. The results are illustrated by two numerical examples.
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 49J15
Mathematics Subject Classification ID: 49M37
zbMATH DE Number: 1501739
zbMATH Keywords: optimal control problems
zbMATH Keywords: control state constraints
zbMATH Keywords: adjoint variables estimation
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: sequential quadratic programming methods
zbMATH Keywords: nonlinear programming
zbMATH Keywords: Taylor expansion
zbMATH Keywords: numerical examples
describes a project that uses: BNDSCO
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1501739