Abstract
This article proposes a relax-and-discretize approach for optimal control of continuous-time differential algebraic systems. It works by relaxing the algebraic equations and penalizing the violation into the objective function using the augmented Lagrangian, which converts the original problem into a sequence of optimal control problems (OCPs) of ordinary differential equations (ODEs). The relax-and-discretize approach brings about flexibility, by allowing the OCPs of ODEs to be solved by the method of choice, such as direct or indirect methods. Conditions are developed for global, local, and suboptimal convergence in terms of the solution of the underlying OCPs. The method is applied to an illustrative example.
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 callDisclaimer: 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.
