On an algorithm for optimal control using an augmented Hamiltonian

DOI10.4171/ZAA/462MaRDI QIDQ1188358zbMATH OpenFDO

Authors U. Flemmig, Harry Poppe

Publication date 13 August 1992

Published in Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/ZAA/462

zbMATH Keywords

first order optimality conditionglobal convergenceHamiltonianPontryagin's minimum principle

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods in optimal control (49M99) Nonlinear systems in control theory (93C10)

Review text

Summary: An optimal control algorithm due to \textit{Y. Sakowa} and \textit{Y. Shindo} [IEEE Trans. Autom. Control AC-25, 1149-1153 (1980; Zbl 0489.49017)] is considered. It is based on Pontryagin's minimum principle and the Hamiltonian is extended by a penalty term. Using another penalty term for this algorithm, under suitable assumptions we can show that each sequence of control vectors generated by the algorithm converges with respect to the \(L_ 1\)-norm to an admissible control fulfilling the first order optimality condition.

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(5)

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