The properties of differential-algebraic equations representing optimal control problems

DOI10.1016/j.apnum.2009.04.003zbMath1167.49022OpenAlexW2031318251MaRDI QIDQ2271385

Roland England, Susana Gomez, René Lamour

Publication date: 7 August 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: http://oro.open.ac.uk/2406/1/England_et_al.pdf

zbMATH Keywords

optimal controldifferential-algebraic equationstractability indexdifferentiation indexKuhn-Tucker conditions

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15)

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Cites Work

• Index determination and calculation of consistent initial values for DAEs
• Automatic integration of Euler-Lagrange equations with constraints
• The index of linear differential algebraic equations with properly stated leading terms
• Stability preserving integration of index-1 DAEs.
• Stability preserving integration of index-2 DAEs.
• The computation of consistent initial values for nonlinear index-2 differential-algebraic equations
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