Using logarithmic penalties in the shooting algorithm for optimal control problems

DOI10.1002/OCA.730MaRDI QIDQ5695577zbMATH OpenOpenAlexFDO

Authors Th. Guibaud, J. Frédéric Bonnans

Publication date 13 October 2005

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/inria-00072350/document

zbMATH Keywords

flight mechanicsinterior point methodslinear oscillatorlogarithmic penaltyoptimal controlperturbed optimizationshooting algorithms

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15)

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Cited in

(11)

• An exact penalty method for constrained optimal control problems
• Open-loop optimal controller design using variational iteration method
• An interior penalty method for optimal control problems with state and input constraints of nonlinear systems
• Nonlinear model predictive control based on constraint transformation
• A soothing invisible hand: moderation potentials in optimal control
• A shooting algorithm for optimal control problems with singular Arcs
• Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems
• Interior Point Methods in Optimal Control Problems of Affine Systems: Convergence Results and Solving Algorithms
• Handling constraints in optimal control with saturation functions and system extension
• Interior point methods in optimal control
• Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems

Describes a project that uses

Uses Software

• Scilab
• DASSL

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