An exact penalty method for solving optimal control problems

DOI10.1016/0096-3003(85)90002-5MaRDI QIDQ1060815zbMATH OpenOpenAlexFDO

Authors Bruce R. Feiring

Publication date 1985

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(85)90002-5

zbMATH Keywords

exact penalty methodintegratormathematical programming problemminimizeroptimal controlstopping criterion

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical optimization and variational techniques (65K10)

Review text

The paper discusses an algorithm which basically consists of an integrator and a minimizer characterized by an exact penalty function for solving an optimal control problem in which the final time is unknown via convertion of the problem under investigation into a mathematical problem such that a point satisfying the differential equations using the integrator is provided to the minimizer and subsequently obtaining a lower performance index while the integrator is reinitiated until a suitable predetermined stopping criterion is satisfied.

Recommendations

• An exact penalty function algorithm for control problems with state and control constraints
• An exact penalty function algorithm for time-lag control problems with control and terminal equality constraints
• Exact penalty algorithm for optimal control problems with control and terminal constraints
• An exact penalty method for constrained optimal control problems
• Exact penalty function approach to constrained optimal control problems

Cites work

• Exact penalty functions in nonlinear programming
• scientific article; zbMATH DE number 3825682 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)

Cited in

(16)

• Solving some optimal control problems using the barrier penalty function method
• An exact penalty function method for optimal control of a Dubins airplane in the presence of moving obstacles
• An exact \(l_1\) penalty function method for multi-dimensional first-order PDE constrained control optimization problem
• Approximate penalty method in optimal control problems for nonsmooth singular systems
• scientific article; zbMATH DE number 3951414 (Why is no real title available?)
• An exact penalty function algorithm for control problems with state and control constraints
• Exact penalty algorithm for optimal control problems with control and terminal constraints
• scientific article; zbMATH DE number 4084438 (Why is no real title available?)
• scientific article; zbMATH DE number 1053595 (Why is no real title available?)
• scientific article; zbMATH DE number 1568983 (Why is no real title available?)
• A Penalty Method for Solving Inequality Path Constrained Optimal Control Problems
• ON THE RELATION BETWEEN TWO APPROACHES TO EXTERIOR PENALTY METHOD FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS
• scientific article; zbMATH DE number 6025619 (Why is no real title available?)
• An exact penalty function method for continuous inequality constrained optimal control problem
• Trajectory optimization for maneuvering satellites
• An exact penalty function algorithm for time-lag control problems with control and terminal equality constraints

This page was built for publication: An exact penalty method for solving optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1060815)