Optimal Control Problem with Regular Mixed Constraints via Penalty Functions

• Type: Article in International Scientific Journal
• Date: 2024

Authors

Maria do Rosário de Pinho (Author) FEUP; Ferreira, MMA (Author) Other; Smirnov, G (Author) Other

Journal

Title: Journal of Optimization Theory and Applications

ISSN: 0022-3239

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 0 Citations

Scopus - 0 Citations

Other information

Authenticus ID: P-016-XD8

DOI: 10.1007/s10957-024-02510-6

Abstract (EN): Below we derive necessary conditions of optimality for problems with mixed constraints (see Dmitruk in Control Cybern 38(4A):923-957, 2009) using the method of penalty functions similar to the one we previously used to solve optimization problems for control sweeping processes (see, e.g., De Pinho et al. in Optimization 71(11):3363-3381, 2022) and, more recently, to solve optimal control problems with pure state constraints (see De Pinho et al. in Syst Control Lett 188:105816, 2024). We intentionally consider a smooth case and the simplest boundary conditions; we consider global minimum and assume that the set of trajectories of the control system is compact. Based on our penalty functions approach we develop a numerical method admitting estimates for its parameters needed to achieve a given precision.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 23