An exact penalty function method for continuous inequality constrained optimal control problem

DOI10.1007/S10957-011-9904-5zbMath1251.49026OpenAlexW1965049171MaRDI QIDQ658550

Guang-Ren Duan, Bin Li, Chang Jun Yu, Kok Lay Teo

Publication date: 12 January 2012

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-011-9904-5

zbMATH Keywords

optimal controlnumerical methodcontrol parametrizationexact penalty functiontime scaling transformcontinuous state and control inequality constraintsterminal state equality constraints

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Optimality conditions for problems involving ordinary differential equations (49K15)

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