Method of Conjugate Gradients for Optimal Control Problems with State Variable Constraints.

1978 ◽  
Author(s):  
T. S. Fong ◽  
C. T. Leondes
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Conjugate Gradients ◽  
Control Problems ◽  
State Variable ◽  
State Variable Constraints ◽  
Method Of Conjugate Gradients

Analysis of Optimal Control Problems for Hybrid Systems with One State Variable

2020 ◽  
Vol 58 (6) ◽  
pp. 3262-3292 ◽  
Author(s):  
Puduru Viswanadha Reddy ◽  
Johannes M. Schumacher ◽  
Jacob C. Engwerda
Keyword(s):  
Optimal Control ◽  
Hybrid Systems ◽  
Optimal Control Problems ◽  
Control Problems ◽  
State Variable

A Constraining Hyperplane Technique for State Variable Constrained Optimal Control Problems

1973 ◽  
Vol 95 (4) ◽  
pp. 380-389 ◽  
Author(s):  
K. Martensson
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Control Variable ◽  
Dynamic Programming Algorithm ◽  
Inequality Constraints ◽  
Programming Algorithm ◽  
Control Problems ◽  
State Control ◽  
Constrained Optimal Control ◽  
State Variable

A new approach to the numerical solution of optimal control problems with state-variable inequality constraints is presented. It is shown that the concept of constraining hyperplanes may be used to approximate the original problem with a problem where the constraints are of a mixed state-control variable type. The efficiency and the accuracy of the combination of constraining hyperplanes and a second-order differential dynamic programming algorithm are investigated on problems of different complexity, and comparisons are made with the slack-variable and the penalty-function techniques.

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