A nonsmooth Newton's method for discretized optimal control problems with state and control constraints

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Autor/in:
Erscheinungsjahr:
2008
Medientyp:
Text
Schlagworte:
  • Discretization
  • Nonsmooth Newton's method
  • Optimal control
  • State constraints
Beschreibung:
  • We investigate a nonsmooth Newton's method for the numerical solution of discretized optimal control problems subject to pure state constraints and mixed control-state constraints. The infinite dimensional problem is discretized by application of a general one-step method to the differential equation. By use of the Fischer-Burmeister function the first order necessary conditions for the discretized problem are transformed into an equivalent nonlinear and nonsmooth equation. This nonlinear and nonsmooth equation is solved by a globally convergent nonsmooth Newton's method. Numerical examples for the minimum energy problem and the optimal control of a robot conclude the article.
Lizenz:
  • info:eu-repo/semantics/openAccess
Quellsystem:
Forschungsinformationssystem der UHH

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oai:www.edit.fis.uni-hamburg.de:publications/d4ee0a13-0419-4cf9-bab6-688401747634