Well-Posedness of the Shooting Algorithm for State Constrained Optimal Control Problems with a Single Constraint and Control

DOI10.1137/06065756XMaRDI QIDQ3516082zbMATH OpenOpenAlexFDO

Authors Audrey Hermant, J. Frédéric Bonnans

Publication date 1 August 2008

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/06065756x

zbMATH Keywords

sensitivity analysisdirectional derivativesoptimal controlstate constraintsPontryagin's principlejunction conditionsshooting algorithmstrong regularityno-gap second-order optimality conditions

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Optimality conditions for problems involving ordinary differential equations (49K15) Sensitivity, stability, well-posedness (49K40) Numerical methods based on necessary conditions (49M05)

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• Some results on optimal control with unilateral state constraints
• Direct and indirect methods in optimal control with state constraints and the climbing trajectory of an aircraft
• Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
• Stability and sensitivity analysis for optimal control problems with a first-order state constraint and application to continuation methods
• Planar tilting maneuver of a spacecraft: singular arcs in the minimum time problem and chattering
• Interior Point Methods in Optimal Control Problems of Affine Systems: Convergence Results and Solving Algorithms
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• Second-order analysis for optimal control problems with pure state constraints and mixed control-state constraints
• A shooting algorithm for optimal control problems with singular Arcs
• A stability result concerning the obstacle problem for a plate
• Well-posedness of the shooting algorithm for control-affine problems with a scalar state constraint
• Homotopy algorithm for optimal control problems with a second-order state constraint

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