Euler discretization and inexact restoration for optimal control

DOI10.1007/s10957-007-9217-xzbMath1135.49019OpenAlexW2067772305WikidataQ113106866 ScholiaQ113106866MaRDI QIDQ2471093

C. Yalçın Kaya, José Mario Martínez

Publication date: 18 February 2008

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

Full work available at URL: https://unisa.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12142894790001831

zbMATH Keywords

optimal controlinexact restorationEuler discretizationprojected Newton methodLagrange multiplier update

Mathematics Subject Classification ID

Newton-type methods (49M15) Methods of quasi-Newton type (90C53) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)

Related Items (29)

Inexact restoration for derivative-free expensive function minimization and applications ⋮ Sequential equality-constrained optimization for nonlinear programming ⋮ Method of outer approximations and adaptive approximations for a class of matrix games ⋮ Constrained optimization with integer and continuous variables using inexact restoration and projected gradients ⋮ Optimal discrete-valued control computation ⋮ Observer path planning for maximum information ⋮ Sparse network optimization for synchronization ⋮ Inexact restoration and adaptive mesh refinement for optimal control ⋮ New optimality conditions for nonsmooth control problems ⋮ A numerical algorithm for constrained optimal control problems ⋮ A numerical method for nonconvex multi-objective optimal control problems ⋮ Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints ⋮ Optimal control computation for nonlinear systems with state-dependent stopping criteria ⋮ Inexact restoration method for minimization problems arising in electronic structure calculations ⋮ Optimal control problems with stopping constraints ⋮ Markov-Dubins path via optimal control theory ⋮ Robust suboptimal control of nonlinear systems ⋮ On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors ⋮ Inexact restoration for Euler discretization of box-constrained optimal control problems ⋮ Fast, accurate, and small-scale direct trajectory optimization using a Gegenbauer transcription method ⋮ Convergence of the forward-backward sweep method in optimal control ⋮ Assessing the reliability of general-purpose inexact restoration methods ⋮ On second-order optimality conditions for nonlinear programming ⋮ A new line search inexact restoration approach for nonlinear programming ⋮ Inexact Restoration approach for minimization with inexact evaluation of the objective function ⋮ On sequential optimality conditions for smooth constrained optimization ⋮ Visual MISER: an efficient user-friendly visual program for solving optimal control problems ⋮ Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact ⋮ A flexible inexact-restoration method for constrained optimization

Uses Software

• CONOPT

Cites Work

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• Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming.

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