A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
DOI10.1080/10556788.2011.593624zbMATH Open1260.49064OpenAlexW2170197658MaRDI QIDQ5200560FDOQ5200560
Authors: Lanshan Han, Jong-Shi Pang, W. P. Maurice H. Heemels, M. K. Camlibel
Publication date: 6 November 2012
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2011.593624
Recommendations
- Virtual control regularization of state constrained linear quadratic optimal control problems
- On constrained infinite-time linear quadratic optimal control
- A numerical method for solving linear-quadratic control problems with constraints
- On continuous-time constrained stochastic linear-quadratic control
- Numerical solution of optimal control problems with convex control constraints
model predictive controldifferential variational inequalitieslinear-quadratic optimal controltime-stepping methods
Numerical mathematical programming methods (65K05) Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10)
Cites Work
- Model predictive control: Theory and practice - a survey
- Runge-Kutta methods in optimal control and the transformed adjoint system
- Constrained model predictive control: Stability and optimality
- Higher order Moreau's sweeping process: mathematical formulation and numerical simulation
- Some continuity properties of polyhedral multifunctions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
- The Euler approximation in state constrained optimal control
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
- On the Infinite Horizon Performance of Receding Horizon Controllers
- Dual Approximations in Optimal Control
- Practical Methods for Optimal Control and Estimation Using Nonlinear Programming
- Lipschitz Continuity for Constrained Processes
- The Ritz–Trefftz Method for State and Control Constrained Optimal Control Problems
- Lipschitz Continuity of Optimal Controls for State Constrained Problems
- On the use of consistent approximations in the solution of semi-infinite optimization and optimal control problems
- Differential variational inequalities
- Convergence of time-stepping schemes for passive and extended linear complementarity systems
- Consistency of Primal-Dual Approximations for Convex Optimal Control Problems
- Direct trajectory optimization and costate estimation of finite-horizon and infinite-horizon optimal control problems using a Radau pseudospectral method
- Finite-Dimensional Approximations of State-Constrained Continuous Optimal Control Problems
- A unified framework for the numerical solution of optimal control problems using pseudospectral methods
- Complementarity systems in optimization.
- Convergence rates for direct transcription of optimal control problems using collocation at Radau points
- Linear quadratic regulator problem with positive controls
- A constraint‐stabilized time‐stepping approach for rigid multibody dynamics with joints, contact and friction
- A generalization of the linear complementarity problem
- A simple characterization of solutions sets of convex programs
- A linearly implicit trapezoidal method for integrating stiff multibody dynamics with contact, joints, and friction
- A time-stepping method for stiff multibody dynamics with contact and friction
- Solution dependence on initial conditions in differential variational inequalities
- State and output feedback nonlinear model predictive control: an overview
- On Quadratic Programming
- Continuous Time Linear Quadratic Regulator With Control Constraints via Convex Duality
- On constrained infinite-time linear quadratic optimal control
- Feasibility and stability of constrained finite receding horizon control
- Normality of the maximum principle for nonconvex constrained Bolza problems
- Linear-Quadratic Programming and Optimal Control
- Some results on optimal control with unilateral state constraints
- Perturbation Analysis of a Condition Number for Linear Systems
- On the convergence of a numerical method for optimal control problems
- Regularity of solution maps of differential inclusions under state constraints
- Iterative Solution of Linear Programs
- Sparsity-preserving SOR algorithms for separable quadratic and linear programming
- Regularity properties of optimal controls for problems with time-varying state and control constraints
- Sensitivity interpretations of the costate variable for optimal control problems with state constraints
- An Historical Survey of Computational Methods in Optimal Control
- Discrete Approximations to Continuous Optimal Control Problems
- Convergence of a Class of Semi-Implicit Time-Stepping Schemes for Nonsmooth Rigid Multibody Dynamics
- A Dual Method for Optimal Control Problems with Initial and Final Boundary Constraints
- A modified Lobatto collocation for linear boundary value problems of differential-algebraic equations
- Hamiltonian Trajectories and Duality in the Optimal Control of Linear Systems with Convex Costs
- Convex Optimal Control Problems with Smooth Hamiltonians
- Hölder continuity of adjoint states and optimal controls for state constrained problems
Cited In (5)
- On the Optimal Control of Parallel Processing Networks with Resource Collaboration and Multitasking
- Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources
- Dynamical Systems Coupled with Monotone Set-Valued Operators: Formalisms, Applications, Well-Posedness, and Stability
- A Parallel-In-Time Block-Circulant Preconditioner for Optimal Control of Wave Equations
- Differential variational inequality approach to dynamic games with shared constraints
This page was built for publication: A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5200560)