Currently displaying 1 – 6 of 6

Showing per page

Order by Relevance | Title | Year of publication

Stability and sensitivity analysis for optimal control problems with control-state constraints

Kazimierz Malanowski — 2001

A family of parameter dependent optimal control problems ( O ) h with smooth data for nonlinear ODEs is considered. The problems are subject to pointwise mixed control-state constraints. It is assumed that, for a reference value h₀ of the parameter, a solution of ( O ) h ₀ exists. It is shown that if (i) independence, controllability and coercivity conditions are satisfied at the reference solution, then (ii) for each h from a neighborhood of h₀, a locally unique solution to ( O ) h and the associated Lagrange multiplier...

Convergence of the Lagrange-Newton method for optimal control problems

Kazimierz Malanowski — 2004

International Journal of Applied Mathematics and Computer Science

Convergence results for two Lagrange-Newton-type methods of solving optimal control problems are presented. It is shown how the methods can be applied to a class of optimal control problems for nonlinear ODEs, subject to mixed control-state constraints. The first method reduces to an SQP algorithm. It does not require any information on the structure of the optimal solution. The other one is the shooting method, where information on the structure of the optimal solution is exploited. In each case,...

Page 1

Download Results (CSV)