An exact penalty function algorithm for control problems with state and control constraints

DOI10.1109/TAC.1987.1104615MaRDI QIDQ3754330zbMATH OpenFDO

Authors Elijah Polak, D. Q. Mayne

Publication date 1987

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1987.1104615

zbMATH Keywords

Armijo-like procedurenonlinear programmingnumerical methodsopen-loop control problemspenalty function algorithmstate and control constraints

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Numerical optimization and variational techniques (65K10) Programming in abstract spaces (90C48) Methods of reduced gradient type (90C52) Methods of successive quadratic programming type (90C55)

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• Optimal feedback control for dynamic systems with state constraints: an exact penalty approach
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