Runge-Kutta based procedure for the optimal control of differential-algebraic equations

DOI10.1023/A:1022698311155zbMath0908.49003OpenAlexW57275224MaRDI QIDQ1265028

Radosław Pytlak

Publication date: 9 March 1999

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

Full work available at URL: https://doi.org/10.1023/a:1022698311155

zbMATH Keywords

discrete-time systemsimplicit Runge-Kutta methodoptimal control problemsimplicit systems

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Existence theories for optimal control problems involving ordinary differential equations (49J15) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods in optimal control (49M99)

Related Items (7)

A Survey on Optimal Control Problems with Differential-Algebraic Equations ⋮ An efficient adjoint computational method based on lifted IRK integrator and exact penalty function for optimal control problems involving continuous inequality constraints ⋮ Direct Optimal Control and Model Predictive Control ⋮ Fast, accurate, and small-scale direct trajectory optimization using a Gegenbauer transcription method ⋮ Solving higher index DAE optimal control problems ⋮ A sequential computational approach to optimal control problems for differential-algebraic systems based on efficient implicit Runge-Kutta integration ⋮ Feasible direction algorithm for optimal control problems with state and control constraints: Implementation

Uses Software

• RODAS
• GAMS
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Cites Work

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• A Feasible Directions Algorithm for Optimal Control Problems with State and Control Constraints: Convergence Analysis
• A Reduced Hessian Method for Large-Scale Constrained Optimization
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