A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics

Ewaryst Rafajłowicz; Krystyn Styczeń; Wojciech Rafajłowicz

International Journal of Applied Mathematics and Computer Science (2012)

  • Volume: 22, Issue: 2, page 313-326
  • ISSN: 1641-876X

Abstract

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Our aim is to adapt Fletcher's filter approach to solve optimal control problems for systems described by nonlinear Partial Differential Equations (PDEs) with state constraints. To this end, we propose a number of modifications of the filter approach, which are well suited for our purposes. Then, we discuss possible ways of cooperation between the filter method and a PDE solver, and one of them is selected and tested.

How to cite

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Ewaryst Rafajłowicz, Krystyn Styczeń, and Wojciech Rafajłowicz. "A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics." International Journal of Applied Mathematics and Computer Science 22.2 (2012): 313-326. <http://eudml.org/doc/208110>.

@article{EwarystRafajłowicz2012,
abstract = {Our aim is to adapt Fletcher's filter approach to solve optimal control problems for systems described by nonlinear Partial Differential Equations (PDEs) with state constraints. To this end, we propose a number of modifications of the filter approach, which are well suited for our purposes. Then, we discuss possible ways of cooperation between the filter method and a PDE solver, and one of them is selected and tested.},
author = {Ewaryst Rafajłowicz, Krystyn Styczeń, Wojciech Rafajłowicz},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {filter approach; nonlinear programming; optimal control; partial differential equations; sequential quadratic programming},
language = {eng},
number = {2},
pages = {313-326},
title = {A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics},
url = {http://eudml.org/doc/208110},
volume = {22},
year = {2012},
}

TY - JOUR
AU - Ewaryst Rafajłowicz
AU - Krystyn Styczeń
AU - Wojciech Rafajłowicz
TI - A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
JO - International Journal of Applied Mathematics and Computer Science
PY - 2012
VL - 22
IS - 2
SP - 313
EP - 326
AB - Our aim is to adapt Fletcher's filter approach to solve optimal control problems for systems described by nonlinear Partial Differential Equations (PDEs) with state constraints. To this end, we propose a number of modifications of the filter approach, which are well suited for our purposes. Then, we discuss possible ways of cooperation between the filter method and a PDE solver, and one of them is selected and tested.
LA - eng
KW - filter approach; nonlinear programming; optimal control; partial differential equations; sequential quadratic programming
UR - http://eudml.org/doc/208110
ER -

References

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