Exact penalty method in the optimal control problem.

MaRDI QIDQ556758zbMATH OpenFDO

Authors V. F. Demyanov

Publication date 23 June 2005

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimal controlexact penalty function

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for problems involving ordinary differential equations (49K15)

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Cited in

(19)

• Penalty functions in a control problem
• Penalty techniques for state constrained optimal control problems with the wave equation
• Exact penalty algorithm for optimal control problems with control and terminal constraints
• Evaluation of penalty functions for optimal control
• Exact penalty functions for optimal control problems. II: Exact penalization of terminal and pointwise state constraints
• On approximation of the subdifferential of the nonsmooth penalty functional in the problems of optimal control
• Exact penalty method for a variational problem with delay.
• The exact penalty function method in constrained optimal control problems
• The penalty cost functional for the two-dimensional energized wave equation
• Solving invex multitime control problems with first‐order PDE constraints via the absolute value exact penalty method
• The method of penalty functions in one problem of optimal control with a phase constraint
• Exact penalization of terminal constraints for optimal control problems
• Exact penalty functions for optimal control problems I: main theorem and free-endpoint problems
• Study on the exact penalty equivalent forms of price control problem
• Variational control problems with constraints via exact penalization
• An exact penalty function algorithm for control problems with state and control constraints
• An exact penalty method for constrained optimal control problems
• Asymptotic method and transient terms in exact controls
• Exact penalty function approach to constrained optimal control problems

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