A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
Ewaryst Rafajłowicz, Krystyn Styczeń, Wojciech Rafajłowicz (2012)
International Journal of Applied Mathematics and Computer Science
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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.