SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control (Q1578849)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control |
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SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control (English)
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3 July 2001
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Control systems described by nonlinear ordinary differential equations depending on parameters are considered in this paper. A performance index is minimized with respect to mixed state-control constraints. The problem is transcribed into a nonlinear programming problem by discretization of the continuous optimization problem. Sequential quadratic programming (SQP) methods are proposed as solver. The estimation of the adjoint variables is discussed. Second-order sufficient conditions for the optimal solution are derived. A first-order Taylor expansion is used for a fast online approximation for the perturbed solution. Sensitivity analysis for the perturbed optimal control problem is investigated. The results are illustrated by two numerical examples.
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optimal control problems
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control state constraints
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adjoint variables estimation
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sensitivity analysis
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sequential quadratic programming methods
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nonlinear programming
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Taylor expansion
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numerical examples
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