A Feasible Directions Algorithm for Optimal Control Problems with State and Control Constraints: Convergence Analysis

DOI10.1137/S0363012996297649MaRDI QIDQ4210198zbMATH OpenOpenAlexFDO

Authors Radosław Pytlak, Richard B. Vinter

Publication date 21 September 1998

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

Full work available at URL https://doi.org/10.1137/s0363012996297649

zbMATH Keywords

necessary optimality conditionsnumerical algorithmsoptimal controlstate constraints

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Mathematical programming (90C99)

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Cited in

(13)

• Optimal control problems with a continuous inequality constraint on the state and the control
• Convergence of a feasible directions algorithm for a distributed optimal control problem of parabolic type with terminal inequality constraints
• Convergence of a feasible directions algorithm for relaxed controls in time-lag systems
• Runge-Kutta based procedure for the optimal control of differential-algebraic equations
• Feasible direction algorithm for optimal control problems with state and control constraints: Implementation
• First-order necessary conditions in optimal control
• Trajectory sensitivity analysis of hybrid systems with sliding motion
• On dynamic programming principle for stochastic control under expectation constraints
• A hybrid approximation scheme for discretizing constrained quadratic optimal control problems
• On solving optimal control problems with higher index differential-algebraic equations
• Optimal control of hybrid systems with sliding modes
• An algorithm for a minimum fuel control problem
• Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints

Describes a project that uses

Uses Software

• CONOPT

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