An Exact Penalty Function Method for Continuous Inequality Constrained Optimal Control Problem

2011 ◽  
Vol 151 (2) ◽  
pp. 260-291 ◽  
Author(s):  
Bin Li ◽  
Chang Jun Yu ◽  
Kok Lay Teo ◽  
Guang Ren Duan
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Penalty Function ◽  
Function Method ◽  
Exact Penalty Function ◽  
Penalty Function Method ◽  
Exact Penalty ◽  
Constrained Optimal Control ◽  
Constrained Optimal Control Problem

scholarly journals Applications of the penalty function method in constrained optimal control problems

1989 ◽  
Vol 2 (4) ◽  
pp. 251-265 ◽  
Author(s):  
An-qing Xing
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Penalty Function ◽  
Function Method ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Penalty Function Method ◽  
Constrained Optimal Control ◽  
Numerical Examples ◽  
Constrained Optimal Control Problem

This paper uses the penalty function method to solve constrained optimal control problems. Under suitable assumptions, we can solve a constrained optimal control problem by solving a sequence of unconstrained optimal control problems. In turn, the constrained solution to the main problem can be obtained as the limit of the solutions of the sequence. In using the penalty function method to solve constrained optimal control problems, it is usually assumed that each of the modified unconstrained optimal control problems has at least one solution. Here we establish an existence theorem for those problems. Two numerical examples are presented to demonstrate the findings.

Blade Design of Axial-Flow Compressors by the Method of Optimal Control Theory—Application of Pontryagin’s Maximum Principles, a Sample Calculation and Its Results

1987 ◽  
Vol 109 (1) ◽  
pp. 103-107 ◽  
Author(s):  
Chuan-gang Gu ◽  
Yong-miao Miao
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Function Method ◽  
Axial Flow ◽  
Maximum Principles ◽  
Penalty Function Method ◽  
Blade Design ◽  
Transformation Technique ◽  
Theory Application

Using the continual transformation technique [3] and the augmented penalty function method, the typical optimal control problem with various constraints proposed in the paper [2] has been converted to a new equivalent optimal control problem with no constraint. This enables the application of Pontryagin ’s maximum principle. Further, by means of the conjugate gradient method an example of the calculation is shown and the corresponding program is developed. A satisfactory optimal diffusion factor distribution has been obtained.

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