Abstract
We (1993) previously introduced an algorithm to solve continuous-time optimal control problems where the control variables are constrained. It was later (1994) extended to solve optimal control problems with not only hard control constraints but also terminal-state constraints. In this paper, the algorithm is further extended to more general optimal control problems. This improved algorithm can solve optimal control problems which are subjected to control constraints, path constraints, end-point constraints, a variable initial state, and a variable vector of design parameters, within a fixed end-time or free end-time interval. The algorithm is based on a second-order approximation to the change of the cost functional due to changes in the control and in the initial state. Further approximation produces a simple convex functional. An exact penalty type of function is employed to penalize any violation of end-point inequality constraints. We then show that the solution of the minimization of the convex functional generates a descent direction of that exact penalty function.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.