Abstract and Applied Analysis

A Simple Exact Penalty Function Method for Optimal Control Problem with Continuous Inequality Constraints

Xiangyu Gao, Xian Zhang, and Yantao Wang

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Abstract

We consider an optimal control problem subject to the terminal state equality constraint and continuous inequality constraints on the control and the state. By using the control parametrization method used in conjunction with a time scaling transform, the constrained optimal control problem is approximated by an optimal parameter selection problem with the terminal state equality constraint and continuous inequality constraints on the control and the state. On this basis, a simple exact penalty function method is used to transform the constrained optimal parameter selection problem into a sequence of approximate unconstrained optimal control problems. It is shown that, if the penalty parameter is sufficiently large, the locally optimal solutions of these approximate unconstrained optimal control problems converge to the solution of the original optimal control problem. Finally, numerical simulations on two examples demonstrate the effectiveness of the proposed method.

Article information

Source
Abstr. Appl. Anal., Volume 2014 (2014), Article ID 752854, 12 pages.

Dates
First available in Project Euclid: 2 October 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1412276979

Digital Object Identifier
doi:10.1155/2014/752854

Mathematical Reviews number (MathSciNet)
MR3208563

Zentralblatt MATH identifier
07023020

Citation

Gao, Xiangyu; Zhang, Xian; Wang, Yantao. A Simple Exact Penalty Function Method for Optimal Control Problem with Continuous Inequality Constraints. Abstr. Appl. Anal. 2014 (2014), Article ID 752854, 12 pages. doi:10.1155/2014/752854. https://projecteuclid.org/euclid.aaa/1412276979


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