An interior penalty method for optimal control problems with state and input constraints of nonlinear systems. (5th September 2014)

• Record Type: Journal Article
• Authors: Malisani, P.; Chaplais, F.; Petit, N.
• Is Part Of: Optimal control applications and methods. Volume 37:Number 1(2016:Jan./Feb.)
• Page Start: 3
• Page End: 33
• Publication Date: 2014-09-05
• Subjects: optimal control -- constraints -- state constraints -- interior methods -- penalty design; Control theory -- Periodicals; Mathematical optimization -- Periodicals; 629.8312
• DOI: 10.1002/oca.2134
• Languages: English
• ISSNs: 0143-2087

Abstract

Summary: This paper exposes a methodology to solve state and input constrained optimal control problems for nonlinear systems. In the presented 'interior penalty' approach, constraints are penalized in a way that guarantees the strict interiority of the approaching solutions. This property allows one to invoke simple (without constraints) stationarity conditions to characterize the unknowns. A constructive choice for the penalty functions is exhibited. The property of interiority is established, and practical guidelines for implementation are given. A numerical benchmark example is given for illustration. © 2014 The Authors. Optimal Control Applications and Methods published by John Wiley & Sons, Ltd.