A sequential quadratic Hamiltonian method for solving parabolic optimal control problems with discontinuous cost functionals

DOI10.1007/S10883-018-9419-6zbMath1417.49021OpenAlexW2890376330WikidataQ129210422 ScholiaQ129210422MaRDI QIDQ2424956

Tim Breitenbach, Alfio Borzì

Publication date: 25 June 2019

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10883-018-9419-6

zbMATH Keywords

iterative schemePontryagin maximum principleparabolic optimal control problemsdiscontinuous cost functionalssequential quadratic Hamiltonian (SQH)

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05)

Related Items (10)

On regularization of the Lagrange principle in the optimization problems for linear distributed Volterra type systems with operator constraints ⋮ Second-order analysis of Fokker–Planck ensemble optimal control problems ⋮ On the SQH method for solving optimal control problems with non-smooth state cost functionals or constraints ⋮ The Pontryagin maximum principle for solving Fokker-Planck optimal control problems ⋮ On the SQH method for solving differential Nash games ⋮ Optimal control of a parabolic equation with a nonlocal nonlinearity ⋮ Radon transform with Gaussian beam: theoretical and numerical reconstruction scheme ⋮ A proximal gradient method for control problems with non-smooth and non-convex control cost ⋮ A sequential quadratic Hamiltonian algorithm for training explicit RK neural networks ⋮ A sequential quadratic Hamiltonian scheme to compute optimal relaxed controls

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