Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5776260 | Journal of Computational and Applied Mathematics | 2017 | 12 Pages |
Abstract
This paper considers a discrete-time optimal control problem subject to terminal state constraints and all-time-step inequality constraints, where the cost function involves a terminal cost, a summation cost and a penalty on the change of the control action. The variation of the control signal and the all-time-step constraints are non-smooth functions. Thus, this optimal control problem is formulated as a non-smooth constrained optimization problem. However, it is nonconvex and hence it may have many local minimum points. Thus, a filled function method is introduced in conjunction with local optimization techniques to solve this non-smooth and nonconvex constrained optimization problem. For illustration, two numerical examples are presented and solved using the proposed approach.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ying Zhang, Yingtao Xu, Qiusheng Qiu, Xiaowei He,