A simple exact penalty function method for optimal control problem with continuous inequality constraints
type: Item
instance of: scholarly article
title: A simple exact penalty function method for optimal control problem with continuous inequality constraints
zbMATH Open document ID: 1474.49067
DOI: 10.1155/2014/752854
author: Xian Zhang
author: Yantao Wang
author: Xiang-Yu Gao
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: We consider an optimal control problem subject to the terminal state equality constraint and continuous inequality constraints on the control and the state. By using the control parametrization method used in conjunction with a time scaling transform, the constrained optimal control problem is approximated by an optimal parameter selection problem with the terminal state equality constraint and continuous inequality constraints on the control and the state. On this basis, a simple exact penalty function method is used to transform the constrained optimal parameter selection problem into a sequence of approximate unconstrained optimal control problems. It is shown that, if the penalty parameter is sufficiently large, the locally optimal solutions of these approximate unconstrained optimal control problems converge to the solution of the original optimal control problem. Finally, numerical simulations on two examples demonstrate the effectiveness of the proposed method.
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 49M05
Mathematics Subject Classification ID: 65K10
zbMATH DE Number: 7023020
Wikidata QID: Q59041245
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/752854
OpenAlex ID: W2014848699
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description: scientific article; zbMATH DE number 7023020