Numerical algorithm for a class of constrained optimal control problems of switched systems (Q478192)

For constrained optimal control problems of switched systems, a computational method is developed based on the bi-level optimization, the second-order smoothing, and the mode insertion techniques. The inequality constraints are transformed into equality constraints and smoothed by a twice continuously differentiable penalty function. Then the smoothed problem is solved by Newton's method. Numerical examples demonstrate the effectiveness of the method compared to the existing algorithms.