An exact penalty method for constrained optimal control problems (Q2024414)

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An exact penalty method for constrained optimal control problems
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    An exact penalty method for constrained optimal control problems (English)
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    4 May 2021
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    A theoretical framework for constrained optimal control problems is proposed, where the involved differential equation and the constraints are handled by means of an exact penalty method in order to lead to an abstract nonsmooth infinitely dimensional optimization problem. The relation between the stationary points of the obtained problem and those of the original one is investigated by means of nonsmooth analysis. Finally, an algorithm for minimizing the mentioned optimization problem where the penalty function and the projection method are combined is provided, too.
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    optimal control
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    control-state constraints
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    exact penalty function
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    nonlinear systems
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    nonsmooth analysis
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