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)

zbMATH Keywords

nonlinear programmingnumerical methodsstate and control constraintspenalty function algorithmArmijo-like procedureopen-loop control problems

Mathematics Subject Classification ID

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

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(11)

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• An exact penalty function algorithm for time-lag control problems with control and terminal equality constraints
• An exact penalty method for solving optimal control problems
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• Heuristically enhanced feedback control of constrained discrete-time linear systems
• Optimal feedback control for dynamic systems with state constraints: an exact penalty approach
• Feasible direction algorithm for optimal control problems with state and control constraints: Implementation
• An exact penalty method for constrained optimal control problems
• Runge-Kutta based procedure for the optimal control of differential-algebraic equations
• Constructive method for solving a linear minimax problem of optimal control

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