Terminal Inequality Constraints Research Articles

Computational algorithm for a distributed optimal control problem of parabolic type with terminal inequality constraints

A computational algorithm for optimal control problems with control and terminal inequality constraints involving first boundary-value problems of parabolic type is presented. The convergence properties are also studied.

Computational algorithm for a distributed optimal control problem of parabolic type with terminal inequality constraints

Computational algorithm for a distributed optimal control problem of parabolic type with terminal inequality constraints

A feasible directions algorithm for optimal control problems with control and terminal inequality constraints

Control constraints, because they are nondifferentiable in the space of control functions, are difficult to cope with in optimization algorithms not of the penalty function type. In feasible directions type algorithms a search direction is obtained by solving a subproblem which has a fixed constraint set S chosen a priori to make this subproblem simple to solve. In this paper control constraints are dealt with by using them to define, at the current control u , a constraint set S(u) for the search direction subproblem. This enables control constraints to be easily handled.

First-order strong variation algorithms for optimal control problems with terminal inequality constraints

This paper presents eight algorithms for solving optimal control problems with general constraints on the control and inequality constraints on the terminal state. These algorithms are of the differential dynamic programming type and bear a strong kinship to nonlinear programming algorithms of the feasible direction type.