Sequential quadratic programming methods for optimal control problems with state constraints

DOI10.1007/BF02662000MaRDI QIDQ1319141zbMATH OpenOpenAlexFDO

Authors J. L. de Jong, Cheng-Xian Xu

Publication date 16 February 1995

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02662000

zbMATH Keywords

Lagrange multipliersmerit functionperformance indexmultipoint boundary value problemsequential quadratic programming methods

Mathematics Subject Classification ID

Quadratic programming (90C20) Numerical methods involving duality (49M29) Linear-quadratic optimal control problems (49N10) Numerical methods based on necessary conditions (49M05)

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Cites work

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• A proof of the convergence of the Kelley-Bryson penalty function technique for state-constrained control problems
• Nonlinear programming applied to state-constrained optimization problems
• OPTIMAL PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

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• Sequential Reduced-Order Modeling for Time-Dependent Optimization Problems with Initial Value Controls
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• SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control
• scientific article; zbMATH DE number 3975751 (Why is no real title available?)
• scientific article; zbMATH DE number 742656 (Why is no real title available?)
• The Sequential Quadratic Hamiltonian Method
• Inverse dynamics of serial and parallel underactuated multibody systems using a DAE optimal control approach

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