An SQP method for optimal control of weakly singular Hammerstein integral equations (Q1913859)
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English | An SQP method for optimal control of weakly singular Hammerstein integral equations |
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An SQP method for optimal control of weakly singular Hammerstein integral equations (English)
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23 April 1997
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The authors consider the following nonlinear optimal control problem: \[ \text{Minimize} \qquad \int^T_0 \varphi(t,x(t), u(t))dt \] subject to \[ x(t)= \int^t_0 k(t,s) b(s,x(s), u(s))ds, \qquad \text{and }|u(t)|\leq 1, \] where \(x\in C[0,T]\), \(u\in L_\infty (0,T)\), \(\varphi\), \(b\) and \(k\) are real-valued functions with certain smoothness and growth properties. The local convergence of an SQP method for solving this problem is discussed. Sufficient conditions for local quadratic convergence of that technique are derived.
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sequential quadratic programming
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Hammerstein integral equation
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control constraints
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Lagrange-Newton method
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nonlinear optimal control problem
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SQP method
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local quadratic convergence
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