An exact penalty method for free terminal time optimal control problem with continuous inequality constraints
type: Item
instance of: scholarly article
title: An exact penalty method for free terminal time optimal control problem with continuous inequality constraints
zbMATH Open document ID: 1264.49036
author: Canghua Jiang
author: Qun Lin
author: Kok Lay Teo
author: Guangren Duan
author: Changjun Yu
published in: Journal of Optimization Theory and Applications
publication date: 2012-11-26T00:00:00Z
review text: The authors consider a class of optimal control problems with free terminal time and continuous inequality constraints. They approximate the control function with a piecewise-constant function and transform the inequality constraints into terminal equality constraints for an auxiliary differential system. The constraint optimization problem is transformed into a penalized problem with only box constraints on the decision variables using a novel exact penalty function. This penalized problem is solved by a gradient-based optimization technique. They show that this penalty function has continuous derivatives. For a sufficiently large and finite parameter, its local minimizer is feasible and also local minimizer of the constrained problem. Numerical simulations have been also performed.
reviewed by: Maxim Ivanov Todorov
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 49J21
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 6110377
zbMATH Keywords: optimal control
zbMATH Keywords: nonlinear programming
zbMATH Keywords: constrained optimization
zbMATH Keywords: exact penalty function
describes a project that uses: NLPQLP
MaRDI profile type: Publication
full work available at URL: s10957-012-0006-9
OpenAlex ID: W2083481510
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DOI: 10.1007/S10957-012-0006-9
description: scientific article; zbMATH DE number 6110377