A Simple Exact Penalty Function Method for Optimal Control Problem with Continuous Inequality Constraints
Joint Authors
Gao, Xiangyu
Zhang, Xian
Wang, Yantao
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-05-08
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Gao, Xiangyu& Zhang, Xian& Wang, Yantao. 2014. A Simple Exact Penalty Function Method for Optimal Control Problem with Continuous Inequality Constraints. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1033981
Modern Language Association (MLA)
Gao, Xiangyu…[et al.]. A Simple Exact Penalty Function Method for Optimal Control Problem with Continuous Inequality Constraints. Abstract and Applied Analysis No. 2014 (2014), pp.1-12.
https://search.emarefa.net/detail/BIM-1033981
American Medical Association (AMA)
Gao, Xiangyu& Zhang, Xian& Wang, Yantao. A Simple Exact Penalty Function Method for Optimal Control Problem with Continuous Inequality Constraints. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1033981
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1033981