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Numerical Methods for Optimal Control Problems with State Constraints

Numerical Methods for Optimal Control Problems with State Constraints

Paperback

Series: Lecture Notes in Mathematics, Book 1707

Technology & EngineeringGeneral Mathematics

ISBN10: 3540662146
ISBN13: 9783540662143
Publisher: Springer Nature
Published: Aug 19 1999
Pages: 218
Weight: 0.75
Height: 0.51 Width: 6.14 Depth: 9.21
Language: English
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

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