Discretization methods for optimal control problems with state constraints

DOI10.1016/j.cam.2005.04.020zbMath1095.65055OpenAlexW1976616156MaRDI QIDQ2490715

I. Chryssoverghi, John T. Coletsos, Basilis Kokkinis

Publication date: 18 May 2006

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.04.020

zbMATH Keywords

discretizationalgorithmoptimal controlconvergencenumerical examplesrelaxed controlsmidpoint schemepenalized gradient projection methodpiecewise linear controls

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Control/observation systems governed by ordinary differential equations (93C15)

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Cites Work

• Approximate gradient projection method with Runge-Kutta schemes for optimal control prob\-lems
• Convergent computational method for relaxed optimal control problems
• Discrete approximation of relaxed optimal control problems
• Optimization. Algorithms and consistent approximations
• Mixed Frank-Wolfe penalty method with applications to nonconvex optimal control problems
• On the Time-Discretization of Control Systems
• Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
• Consistent Approximations for Optimal Control Problems Based on Runge–Kutta Integration
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