An exact penalty function algorithm for optimal control problems with control and terminal equality constraints, part 2

1980 ◽  
Vol 32 (3) ◽  
pp. 345-364 ◽  
Author(s):  
D. Q. Mayne ◽  
E. Polak
Keyword(s):  
Optimal Control ◽  
Penalty Function ◽  
Optimal Control Problems ◽  
Equality Constraints ◽  
Exact Penalty Function ◽  
Control Problems ◽  
Exact Penalty ◽  
Terminal Equality Constraints

Exact penalty function approach to constrained optimal control problems

1989 ◽  
Vol 10 (2) ◽  
pp. 173-180 ◽  
Author(s):  
A. Q. Xing ◽  
Z. H. Chen ◽  
C. L. Wang ◽  
Y. Y. Yao
Keyword(s):  
Optimal Control ◽  
Penalty Function ◽  
Optimal Control Problems ◽  
Exact Penalty Function ◽  
Function Approach ◽  
Control Problems ◽  
Exact Penalty ◽  
Constrained Optimal Control ◽  
Penalty Function Approach

A weak maximum principle for optimal control problems with mixed constraints under a constant rank condition

2020 ◽  
Vol 37 (3) ◽  
pp. 1021-1047
Author(s):  
Roberto Andreani ◽  
Valeriano Antunes de Oliveira ◽  
Jamielli Tomaz Pereira ◽  
Geraldo Nunes Silva
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Optimal Control Problems ◽  
Necessary Optimality Conditions ◽  
Inequality Constraints ◽  
Equality Constraints ◽  
Control Problems ◽  
Constant Rank ◽  
Rank Condition ◽  
Weak Maximum Principle

Abstract Necessary optimality conditions for optimal control problems with mixed state-control equality constraints are obtained. The necessary conditions are given in the form of a weak maximum principle and are obtained under (i) a new regularity condition for problems with mixed linear equality constraints and (ii) a constant rank type condition for the general non-linear case. Some instances of problems with equality and inequality constraints are also covered. Illustrative examples are presented.

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