Abstract

We investigate a nonsmooth Newton's method for the numerical solution of discretized optimal control problems subject to pure state constraints and mixed control-state constraints. The infinite dimensional problem is discretized by application of a general one-step method to the differential equation. By use of the Fischer-Burmeister function the first order necessary conditions for the discretized problem are transformed into an equivalent nonlinear and nonsmooth equation. This nonlinear and nonsmooth equation is solved by a globally convergent nonsmooth Newton's method. Numerical examples for the minimum energy problem and the optimal control of a robot conclude the article.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call