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INTERIOR POINT METHODS IN OPTIMAL CONTROL PROBLEMS OF AFFINE SYSTEMS: CONVERGENCE RESULTS AND SOLVING ALGORITHMS.
- Source :
- SIAM Journal on Control & Optimization; 2023, Vol. 61 Issue 6, p3390-3414, 25p
- Publication Year :
- 2023
-
Abstract
- This paper presents an interior point method for pure state and mixed-constraint optimal control problems for dynamics, mixed constraints, and cost function all affine in the control variable. This method relies on resolving a sequence of two-point boundary value problems of differential and algebraic equations. This paper establishes a convergence result for primal and dual variables of the optimal control problem. A primal and a primal-dual solving algorithm are presented, and a challenging numerical example is treated for illustration. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03630129
- Volume :
- 61
- Issue :
- 6
- Database :
- Complementary Index
- Journal :
- SIAM Journal on Control & Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 174808605
- Full Text :
- https://doi.org/10.1137/23M1561233