Numerical algorithm for a class of constrained optimal control problems of switched systems (Q478192): Difference between revisions
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English | Numerical algorithm for a class of constrained optimal control problems of switched systems |
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Numerical algorithm for a class of constrained optimal control problems of switched systems (English)
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3 December 2014
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For constrained optimal control problems of switched systems, a computational method is developed based on the bi-level optimization, the second-order smoothing, and the mode insertion techniques. The inequality constraints are transformed into equality constraints and smoothed by a twice continuously differentiable penalty function. Then the smoothed problem is solved by Newton's method. Numerical examples demonstrate the effectiveness of the method compared to the existing algorithms.
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switched systems
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optimal control
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continuous-time inequality constraints
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penalty function
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smoothing technique
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Newton's method
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numerical examples
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